Stochastic Policy Gradient Methods in the Uncertain Volatility Model

By Lokman A. Abbas-Turki, Jean-François Chassagneux, Jean-Philippe Lemor, Grégoire Loeper, Simon Sananes

Published 2026-04-01

Everscope rating

1650.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Backward Actor-Critic Stochastic Policy Gradient (SPG-UVM). Problem types: Reinforcement Learning, Optimization, Risk Management, Portfolio Optimization.

arXiv:2605.06670 · Paper rankings

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