Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
自主AI代理用于期权对冲:通过意识短缺的强化学习增强金融稳定性
Minxuan Hu, Ziheng Chen, Jiayu Yi, Wenxi Sun
机构
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Cornell Ann S. Bowers College of Computing and Information Science, Cornell University(康奈尔大学安·索斯·博尔斯计算与信息科学学院)
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Department of Mathematics, University of Texas at Austin(德克萨斯大学奥斯汀分校数学系)
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School of Social Sciences, Nanyang Technological University(南洋理工大学社会科学学院)
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Krieger School of Arts and Sciences, Johns Hopkins University(约翰霍普金斯大学克里eger艺术与科学学院)