Tag: Deep Learning
All the articles with the tag "Deep Learning".
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Deep Reinforcement Learning for Hedging
Quant ResearchAn overview of deep hedging, focusing on how hedging can be framed as a risk-aware sequential decision problem under transaction costs, liquidity constraints, and convex risk measures.
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Teaching a Machine to Stock ATMs: Deep Reinforcement Learning for Cash Demand Forecasting
Quant ResearchA PhD course project applying the Deep Deterministic Policy Gradient (DDPG) algorithm to ATM cash demand forecasting. The problem is framed as a continuous Markov Decision Process, evaluated against industry benchmarks on the 111-ATM NN5 dataset.