Deeper Hedging: A New Agent-based Model for Effective Deep Hedging

Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid Stillman, Wayne Luk, Ce Guo. Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 270-278, ACM, 2023. [doi]

Authors

Kang Gao

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Stephen Weston

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Perukrishnen Vytelingum

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Namid Stillman

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Wayne Luk

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Ce Guo

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