Cover Image

Hedging with Sparse Reward Reinforcement Learning

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ding, Yiheng, Yuan, Gangnan, Zuo, Dewei, Gao, Ting
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
by: Zhuang, Jirong, et al.
Published: (2023)

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

Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging
by: Hientzsch, Bernhard
Published: (2023)

Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products
by: Sharma, Anil, et al.
Published: (2024)

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

Robust Hedging GANs
by: Limmer, Yannick, et al.
Published: (2023)

Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
by: Gomes, Pedro Duarte
Published: (2024)

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

Enhancing Black-Scholes Delta Hedging via Deep Learning
by: Qiao, Chunhui, et al.
Published: (2024)

CVA Sensitivities, Hedging and Risk
by: Crépey, Stéphane, et al.
Published: (2024)

Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
by: Bracha, Zofia, et al.
Published: (2025)

Chaotic Hedging with Iterated Integrals and Neural Networks
by: Neufeld, Ariel, et al.
Published: (2022)

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

Deep Hedging Bermudan Swaptions
by: Oya, Kenjiro
Published: (2024)

Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance
by: Liu, Chang
Published: (2025)

Optimizing Deep Reinforcement Learning for American Put Option Hedging
by: Pickard, Reilly, et al.
Published: (2024)

Quantum Deep Hedging
by: Cherrat, El Amine, et al.
Published: (2023)

Data-driven Approach for Static Hedging of Exchange Traded Options
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2023)

Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)

The Recalibration Conundrum: Hedging Valuation Adjustment for Callable Claims
by: Bénézet, Cyril, et al.
Published: (2023)

Beyond N-grams: A Hierarchical Reward Learning Framework for Clinically-Aware Medical Report Generation
by: Wang, Yuan, et al.
Published: (2025)

Hedging the Singularity
by: Chen, Andrew Y.
Published: (2026)

Deep Quadratic Hedging
by: Gnoatto, Alessandro, et al.
Published: (2022)

Deep Hedging of Green PPAs in Electricity Markets
by: Biegler-König, Richard, et al.
Published: (2025)

Fast Deep Hedging with Second-Order Optimization
by: Mueller, Konrad, et al.
Published: (2024)

Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
by: Zhao, Lei, et al.
Published: (2025)

Hedging with memory: shallow and deep learning with signatures
by: Jaber, Eduardo Abi, et al.
Published: (2025)

Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
by: Hirano, Masanori
Published: (2024)

Hedging of Fixing Exposure
by: Johannes Muhle‐Karbe, et al.
Published: (2025)

Dynamic Hedging Strategies in Derivatives Markets with LLM-Driven Sentiment and News Analytics
by: Yang, Jie, et al.
Published: (2025)

What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation
by: Zernikov, Kirill
Published: (2026)

AK-SLRL: Adaptive Krylov Subspace Exploration Using Single-Life Reinforcement Learning for Sparse Linear System
by: Keramati, Hadi, 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)

EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
by: Malekzadeh, Parvin, et al.
Published: (2024)

Gamma Hedging and Rough Paths
by: Armstrong, John, et al.
Published: (2023)

Unobserved Performance of Hedge Funds
by: VIKAS AGARWAL, et al.
Published: (2024)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)

Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
by: François, Pascal, et al.
Published: (2024)

Uncertainty-Aware Deep Hedging
by: Poddar, Manan
Published: (2026)

SparStencil: Retargeting Sparse Tensor Cores to Scientific Stencil Computations via Structured Sparsity Transformation
by: Li, Qi, et al.
Published: (2025)