Reinforcement Learning for Jump-Diffusions

By Xuefeng Gao, Lingfei Li, Xun Yu Zhou

Published 2024-05-28

Everscope rating

1934.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Continuous-time reinforcement learning. Problem types: Reinforcement Learning, Portfolio Optimization, Risk Management.

arXiv:2405.16449 · Paper rankings

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