Cover Image

Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Hirano, Masanori
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Artificial Intelligence
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Deep Hedging with Market Impact
by: Neagu, Andrei, et al.
Published: (2024)

Deep Reinforcement Learning Algorithms for Option Hedging
by: Neagu, Andrei, et al.
Published: (2025)

KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver
by: Handal, Rushikesh, et al.
Published: (2026)

A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by: Nakagawa, Kei, et al.
Published: (2024)

Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification
by: Takano, Kaito, et al.
Published: (2025)

Emoji Driven Crypto Assets Market Reactions
by: Zuo, Xiaorui, et al.
Published: (2024)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)

Procela: Epistemic Governance in Mechanistic Simulations Under Structural Uncertainty
by: Vernet, Kinson
Published: (2026)

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)

MOOSE-Chem3: Toward Experiment-Guided Hypothesis Ranking via Simulated Experimental Feedback
by: Liu, Wanhao, et al.
Published: (2025)

Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
by: Vidler, Alicia, et al.
Published: (2024)

Construction of a Japanese Financial Benchmark for Large Language Models
by: Hirano, Masanori
Published: (2024)

Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by: Zhu, Haoren, et al.
Published: (2024)

TRADES: Generating Realistic Market Simulations with Diffusion Models
by: Berti, Leonardo, et al.
Published: (2025)

An Information Bottleneck Asset Pricing Model
by: Sun, Che
Published: (2025)

Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets
by: Meng, Shuchen, et al.
Published: (2026)

Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)

Empirical Asset Pricing with Large Language Model Agents
by: Cheng, Junyan, et al.
Published: (2024)

DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
by: Choi, Donghee, et al.
Published: (2024)

Deep Bellman Hedging
by: Buehler, Hans, et al.
Published: (2022)

On Languaging a Simulation Engine
by: Liu, Han, et al.
Published: (2024)

Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
by: Ardon, Leo, et al.
Published: (2024)

Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques
by: Adamczyk, Marek, et al.
Published: (2025)

Research and Prototyping Study of an LLM-Based Chatbot for Electromagnetic Simulations
by: Piwonski, Albert, et al.
Published: (2025)

Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
by: Nakagawa, Kei, et al.
Published: (2024)

Comparing LLMs for Sentiment Analysis in Financial Market News
by: Teles, Lucas Eduardo Pereira, et al.
Published: (2025)

Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning
by: Lee, Hyeongmin, et al.
Published: (2026)

From Votes to Volatility Predicting the Stock Market on Election Day
by: Azevedo, Igor L. R., et al.
Published: (2024)

DynaMate: An Autonomous Agent for Protein-Ligand Molecular Dynamics Simulations
by: Guilbert, Salomé, et al.
Published: (2025)

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
by: Sharma, Anil, et al.
Published: (2024)

Efficient Market Dynamics: Unraveling Informational Efficiency in UK Horse Racing Betting Markets Through Betfair's Time Series Analysis
by: Tondapu, Narayan
Published: (2024)

The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
by: Hirano, Masanori, et al.
Published: (2024)

AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market
by: de Castro, Paulo André Lima
Published: (2025)

Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training
by: Hirano, Masanori, et al.
Published: (2024)

Probabilistic Retrofitting of Learned Simulators
by: Diaconu, Cristiana, et al.
Published: (2026)

Drone Acoustic Analysis for Predicting Psychoacoustic Annoyance via Artificial Neural Networks
by: Vaiuso, Andrea, et al.
Published: (2024)

Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
by: Olby, Ollie, et al.
Published: (2025)

Deep Gamma Hedging
by: Armstrong, John, et al.
Published: (2024)

Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs
by: Nanyonga, Erina, et al.
Published: (2025)