3 papers
cs.LG2025
Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
Lei Zhao, Lin Cai, Wu-Sheng Lu
In the field of financial derivatives trading, managing volatility risk is crucial for protecting investment portfolios from market changes. Traditional Vega hedging strategies, wh…
cs.LG2025
Robust and Efficient Deep Hedging via Linearized Objective Neural Network
Lei Zhao, Lin Cai
Deep hedging represents a cutting-edge approach to risk management for financial derivatives by leveraging the power of deep learning. However, existing methods often face challeng…
cs.LG2025
Robust Federated Learning with Global Sensitivity Estimation for Financial Risk Management
Lei Zhao, Lin Cai, Wu-Sheng Lu
In decentralized financial systems, robust and efficient Federated Learning (FL) is promising to handle diverse client environments and ensure resilience to systemic risks. We prop…