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05/10/2022
Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
We use deep distributional reinforcement learning (RL) to develop a hedg...
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03/29/2021
Deep Hedging of Derivatives Using Reinforcement Learning
This paper shows how reinforcement learning can be used to derive optima...
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03/22/2021
Valuing Exotic Options and Estimating Model Risk
A common approach to valuing exotic options involves choosing a model an...
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10/15/2019
Training CNNs faster with Dynamic Input and Kernel Downsampling
We reduce training time in convolutional networks (CNNs) with a method t...
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08/01/2018
Astraea: A Decentralized Blockchain Oracle
The public blockchain was originally conceived to process monetary trans...
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03/09/2018