Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
Fuente:
arXiv
Guardado en:
| Autores principales: | Zhao, Lei, Cai, Lin, Lu, Wu-Sheng |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
por: François, Pascal, et al.
Publicado: (2024)
por: François, Pascal, et al.
Publicado: (2024)
Enhancing Black-Scholes Delta Hedging via Deep Learning
por: Qiao, Chunhui, et al.
Publicado: (2024)
por: Qiao, Chunhui, et al.
Publicado: (2024)
Quantum Deep Hedging
por: Cherrat, El Amine, et al.
Publicado: (2023)
por: Cherrat, El Amine, et al.
Publicado: (2023)
Deep Hedging of Green PPAs in Electricity Markets
por: Biegler-König, Richard, et al.
Publicado: (2025)
por: Biegler-König, Richard, et al.
Publicado: (2025)
Fast Deep Hedging with Second-Order Optimization
por: Mueller, Konrad, et al.
Publicado: (2024)
por: Mueller, Konrad, et al.
Publicado: (2024)
Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
por: Gomes, Pedro Duarte
Publicado: (2024)
por: Gomes, Pedro Duarte
Publicado: (2024)
Chaotic Hedging with Iterated Integrals and Neural Networks
por: Neufeld, Ariel, et al.
Publicado: (2022)
por: Neufeld, Ariel, et al.
Publicado: (2022)
Deep Hedging to Manage Tail Risk
por: Ma, Yuming
Publicado: (2025)
por: Ma, Yuming
Publicado: (2025)
KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver
por: Handal, Rushikesh, et al.
Publicado: (2026)
por: Handal, Rushikesh, et al.
Publicado: (2026)
DeepSVM: Learning Stochastic Volatility Models with Physics-Informed Deep Operator Networks
por: Malandain, Kieran A., et al.
Publicado: (2025)
por: Malandain, Kieran A., et al.
Publicado: (2025)
Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
por: Bracha, Zofia, et al.
Publicado: (2025)
por: Bracha, Zofia, et al.
Publicado: (2025)
Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints
por: Manzi, Pablo Rodriguez
Publicado: (2026)
por: Manzi, Pablo Rodriguez
Publicado: (2026)
Stock Volatility Prediction using Time Series and Deep Learning Approach
por: Chatterjee, Ananda, et al.
Publicado: (2022)
por: Chatterjee, Ananda, et al.
Publicado: (2022)
Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
por: Cheng, Qishuo, et al.
Publicado: (2024)
por: Cheng, Qishuo, et al.
Publicado: (2024)
A Topological Approach to Parameterizing Deep Hedging Networks
por: Das, Alok, et al.
Publicado: (2025)
por: Das, Alok, et al.
Publicado: (2025)
COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
por: Wang, Zian, et al.
Publicado: (2024)
por: Wang, Zian, et al.
Publicado: (2024)
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
por: Xu, Zeda, et al.
Publicado: (2024)
por: Xu, Zeda, et al.
Publicado: (2024)
DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
por: Moreno-Pino, Fernando, et al.
Publicado: (2022)
por: Moreno-Pino, Fernando, et al.
Publicado: (2022)
A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
por: Enkhbayar, Tsogt-Ochir
Publicado: (2024)
por: Enkhbayar, Tsogt-Ochir
Publicado: (2024)
A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula
por: Reghai, Adil, et al.
Publicado: (2026)
por: Reghai, Adil, et al.
Publicado: (2026)
Deep Bellman Hedging
por: Buehler, Hans, et al.
Publicado: (2022)
por: Buehler, Hans, et al.
Publicado: (2022)
Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
por: Wu, You, et al.
Publicado: (2024)
por: Wu, You, et al.
Publicado: (2024)
Robust Federated Learning with Global Sensitivity Estimation for Financial Risk Management
por: Zhao, Lei, et al.
Publicado: (2025)
por: Zhao, Lei, et al.
Publicado: (2025)
Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility
por: Sun, Julia, et al.
Publicado: (2026)
por: Sun, Julia, et al.
Publicado: (2026)
The Role of Deep Learning in Financial Asset Management: A Systematic Review
por: Reis, Pedro, et al.
Publicado: (2025)
por: Reis, Pedro, et al.
Publicado: (2025)
Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning
por: Teller, Andreas, et al.
Publicado: (2025)
por: Teller, Andreas, et al.
Publicado: (2025)
AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
por: Wang, Shengkun, et al.
Publicado: (2024)
por: Wang, Shengkun, et al.
Publicado: (2024)
Optimizing Deep Reinforcement Learning for American Put Option Hedging
por: Pickard, Reilly, et al.
Publicado: (2024)
por: Pickard, Reilly, et al.
Publicado: (2024)
Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms
por: Paykan, Kamal
Publicado: (2025)
por: Paykan, Kamal
Publicado: (2025)
A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
por: Ke, Zong, et al.
Publicado: (2024)
por: Ke, Zong, et al.
Publicado: (2024)
Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
por: Xu, Haonan, et al.
Publicado: (2025)
por: Xu, Haonan, et al.
Publicado: (2025)
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
por: Rahimikia, Eghbal, et al.
Publicado: (2021)
por: Rahimikia, Eghbal, et al.
Publicado: (2021)
Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
por: Sharma, Anil, et al.
Publicado: (2024)
por: Sharma, Anil, et al.
Publicado: (2024)
Robust and Efficient Deep Hedging via Linearized Objective Neural Network
por: Zhao, Lei, et al.
Publicado: (2025)
por: Zhao, Lei, et al.
Publicado: (2025)
EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
por: Malekzadeh, Parvin, et al.
Publicado: (2024)
por: Malekzadeh, Parvin, et al.
Publicado: (2024)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
por: Lin, Yun, et al.
Publicado: (2025)
por: Lin, Yun, et al.
Publicado: (2025)
A Deep Learning Framework Integrating CNN and BiLSTM for Financial Systemic Risk Analysis and Prediction
por: Cheng, Yu, et al.
Publicado: (2025)
por: Cheng, Yu, et al.
Publicado: (2025)
Explaining Risks: Axiomatic Risk Attributions for Financial Models
por: Chen, Dangxing
Publicado: (2025)
por: Chen, Dangxing
Publicado: (2025)
Hedging with memory: shallow and deep learning with signatures
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
por: Feng, Pengbin, et al.
Publicado: (2024)
por: Feng, Pengbin, et al.
Publicado: (2024)
Ejemplares similares
-
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
por: François, Pascal, et al.
Publicado: (2024) -
Enhancing Black-Scholes Delta Hedging via Deep Learning
por: Qiao, Chunhui, et al.
Publicado: (2024) -
Quantum Deep Hedging
por: Cherrat, El Amine, et al.
Publicado: (2023) -
Deep Hedging of Green PPAs in Electricity Markets
por: Biegler-König, Richard, et al.
Publicado: (2025) -
Fast Deep Hedging with Second-Order Optimization
por: Mueller, Konrad, et al.
Publicado: (2024)