Hedging using reinforcement learning: Contextual k-armed bandit versus Q-learning.
| Autor: | Cannelli, Loris1 loris.cannelli@idsia.ch, Nuti, Giuseppe2 giuseppe.nuti@ubs.com, Sala, Marzio3 marzio.sala@ubs.com, Szehr, Oleg1 oleg.szehr@idsia.ch |
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| Zdroj: | Journal of Finance & Data Science. Nov2023, Vol. 9, p1-22. 22p. |
| Databáze: | Business Source Ultimate |
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