Machine Learning & Quant Finance

Machine Learning & Quant Finance

Quant Letter: October 2025, Week-2

109th Edition

Dr. Derek Snow's avatar
Dr. Derek Snow
Oct 09, 2025
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Finance

TailSafe Hedging with Reinforcement Learning: The research presents Tail-Safe, a derivative hedging framework that blends reinforcement learning with a safety layer designed for financial constraints, ensuring robust forward invariance of the safe set under limited model mismatch. (2025-10-06, shares: 6)

Diffusion-Augmented RL for Portfolio M…

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