GitHub - YukiYasuda2718/rl-bsmodel-with-costs: Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

YukiYasuda2718 / rl-bsmodel-with-costs Public

Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
fig		fig
model_data		model_data
report		report
util		util
.gitignore		.gitignore
numerical_experiments.ipynb		numerical_experiments.ipynb
report.pdf		report.pdf

About

Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

No releases published

No packages published