Time-inhomogeneous volatility aversion for financial applications of reinforcement learning

By Federico Cacciamani, Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori

Published 2026-02-05

Everscope rating

1678.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Inhomogeneous Mean-Volatility Reinforcement Learning (IVO). Problem types: Reinforcement Learning, Algorithmic Execution, Risk Management, Optimization, Portfolio Optimization.

arXiv:2602.12030 · Paper rankings

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