Quant Letter: January 2024, Week-5
Weekly (32nd Edition)
SSRN
Recently Published
Quantitative
RL for Hedging Portfolios with Structured Products: A new method of distributional reinforcement learning is suggested for managing portfolios with complex products like Autocallable notes, which are difficult to handle with traditional reinforcement learning due to their complexity. (2024-01-29, shares: 2.0)
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.