Deep Hedging with Market Impact

By Andrei Neagu, Frédéric Godin, Clarence Simard, Leila Kosseim

Published 2024-02-22

Everscope rating

1556

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Deep Reinforcement Learning. Problem types: Reinforcement Learning, Optimization, Risk Management.

arXiv:2402.13326 · Paper rankings

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