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 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:46, 8 February 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
