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07/25/2023
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling
Deep hedging is a deep-learning-based framework for derivative hedging i...
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10/31/2022
Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty
Machine learning is an increasingly popular tool with some success in pr...
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06/08/2021
What Data Augmentation Do We Need for Deep-Learning-Based Finance?
The main task we consider is portfolio construction in a speculative mar...
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12/18/2020
Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction
Investors try to predict returns of financial assets to make successful ...
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12/14/2020