The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios (Q5234379): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963832046 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1801.06077 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3093261 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4905685 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3093292 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4626283 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3594586 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 12:46, 20 July 2024
scientific article; zbMATH DE number 7110497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios |
scientific article; zbMATH DE number 7110497 |
Statements
The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios (English)
0 references
26 September 2019
0 references
Black-Scholes model
0 references
reinforcement learning
0 references
Q-learning
0 references
inverse reinforcement learning
0 references
hedging risk
0 references
