Zobrazeno 1 - 10
of 2 828
pro vyhledávání: '"Sharma Anil"'
Publikováno v:
5th ACM International Conference on AI in Finance, 2024
Hedging a portfolio containing autocallable notes presents unique challenges due to the complex risk profile of these financial instruments. In addition to hedging, pricing these notes, particularly when multiple underlying assets are involved, adds
Externí odkaz:
http://arxiv.org/abs/2411.01121
Research in quantitative finance has demonstrated that reinforcement learning (RL) methods have delivered promising outcomes in the context of hedging financial portfolios. For example, hedging a portfolio of European options using RL achieves better
Externí odkaz:
http://arxiv.org/abs/2407.10903
Autor:
Sharma, Anil Kumar, Sharma, Asha
Evolution and its intelligence element present thrill and challenges in its exploration. Yet, how species have memory, retrieve them and maintain continuity are the fundamental questions. Most of the phenomenon can only be hypothesised by researchers
Externí odkaz:
http://arxiv.org/abs/2407.04741
Autor:
Simran, Sharma, Anil K.
Publikováno v:
Journal of Financial Economic Policy, 2024, Vol. 16, Issue 6, pp. 856-873.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JFEP-12-2023-0362
