Impact-Site-Verification: dbe48ff9-4514-40fe-8cc0-70131430799e

Search This Blog

Reinforcement Learning in Finance | MATLAB and Simulink

This video shows an automated trader who is able to decide when to hedge a European call option contract to have a trade-off between transaction costs and hedging risk using reinforcement learning. Dynamic Replication and Hedging: A Reinforcement Learning Approach:

No comments

Popular Posts