Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging

By Zofia Bracha, Paweł Sakowski, Jakub Michańków

Published 2025-10-10

Everscope rating

1752.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Twin Delayed Deep Deterministic Policy Gradient (TD3). Problem types: Reinforcement Learning, Risk Management, Portfolio Optimization, Optimization.

arXiv:2510.09247 · Code · Paper rankings

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