Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps

By Takayuki Sakuma

Published 2026-07-14

Everscope rating

1685.8

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Differential Machine Learning (DML) with Three-Stage Training. Problem types: Regression, Optimization, Risk Management, Portfolio Optimization.

arXiv:2603.07600 · Paper rankings

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