2 papers
cs.LG2026
CLaC@FinMMEval 2026 Task 3: Sentiment-Augmented Deep Reinforcement Learning for Active Trading -- An Alpha-Reward Approach
Andrei Neagu, Eeham Khan, Leila Kosseim
This paper presents our system for Task 3 of the CLEF 2026 FinMMEval Lab, which requires daily long, flat, or short trading decisions for Bitcoin (BTC) and Tesla (TSLA) using news…
q-fin.CP2025
Deep Reinforcement Learning Algorithms for Option Hedging
Andrei Neagu, Frédéric Godin, Leila Kosseim
Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep R…