) Markovian setup. In particular, we analyse the hedging performance of the original architecture under rough volatility models in …We investigate the performance of the Deep Hedging framework under training paths beyond the (finite dimensional … capable of capturing the non-Markoviantity of time-series. We also analyse the hedging behaviour in these models in terms of …

. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total … transmitter to the wheat volatility, while being the spillover receiver from the oil and corn volatilities. The findings suggest …