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Found 4 papers, 1 papers with code
Deep Reinforcement Learning for Equal Risk Option Pricing and Hedging under Dynamic Expectile Risk Measures
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider coherent risk measures.
WaveCorr: Deep Reinforcement Learning with Permutation Invariant Policy Networks for Portfolio Management
In this paper, we present a new portfolio policy network architecture for deep reinforcement learning (DRL) that can exploit more effectively cross-asset dependency information and achieve better performance than state-of-the-art architectures.
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management
The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors preferences, trading environments, and market conditions.
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures.
