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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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Dettagli Bibliografici
Autore principale:	Zhang, Jian'an
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Machine Learning Trading and Market Microstructure 68T05, 90C20, 91G60 I.2.6; I.2.8; G.3
Accesso online:	Acceder al recurso
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