Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
By Colin David Grab
Published 2024-05-19
- Everscope rating
- 1156.6
- Relevance to quantitative trading
- 9 / 10
- Implementation complexity
- 7 / 10
- Reproducibility
- 3 / 5
About this paper
Methodology: CDG-Model. Problem types: Time Series Forecasting, Portfolio Optimization, Risk Management.
arXiv:2405.11686
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