August 1st 2022 (ML-QUANT)
blog.ml-quant.com
There are a bunch of fun papers that came out in July, Dhagash Mehta (similarity research) and Hans Buehler (deep hedging) have been quite busy. In software, the team of FinRL seems to finally have developed a live version for their open source model, I haven’t tested it, but know that it was a popular request for some time now.
SSRN is lathered with ES…
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