Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets

Fuente: arXiv

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Bibliographic Details
Main Author:	Zhang, Jian'an
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Trading and Market Microstructure 68T05, 90C20, 91G60 I.2.6; I.2.8; G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.04555