Cannelli, Loris; Nuti, Giuseppe; Sala, Marzio; Szehr, Oleg - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-22
Network systems and variations of the Q-learning algorithm. From a practical point of view, sufficient samples for training … Profit and Loss formulation of hedging, providing for a more accurate and sample efficient approach than Q-learning and …