EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning

Fuente: arXiv

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Bibliographic Details
Main Authors:	Malekzadeh, Parvin, Poulos, Zissis, Chen, Jacky, Wang, Zeyu, Plataniotis, Konstantinos N.
Format:	Preprint
Published:	2024
Subjects:	Risk Management Machine Learning Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.12446