Exploratory Mean-Variance with Jumps: An Equilibrium Approach

By Yuling Max Chen, Bin Li, David Saunders

Published 2025-12-11

Everscope rating

1937.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Time-Inconsistent Control with Reinforcement Learning (Actor-Critic). Problem types: Portfolio Optimization, Reinforcement Learning, Optimization, Risk Management.

arXiv:2512.09224 · Paper rankings

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