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arXivDerivatives & Volatility

Deeper Hedging: A New Agent-based Model for Effective Deep Hedging

The Chiarella-Heston model, an advanced agent-based model, enhances deep hedging strategies by incorporating different types of traders, and performs better in creating realistic financial time series than three other models.

Featured in No. 24 on 2 Nov 2023 · 5 days after release · 13 citations today · published in Proceedings of the Fourth ACM International Conference on AI in Finance

Released
28 Oct 2023
First featured
No. 24 · 2 Nov 2023
Citations (Semantic Scholar)
13
Influential citations
0
Published in
Proceedings of the Fourth ACM International Conference on AI in Finance
Shares when featured
9
Identifier
doi:10.1145/3604237.3626913

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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