most citedAutoregressive Convolutional Recurrent Neural Network for Univariate and Multivariate Time Series Prediction

11 citations · 11 across the 2 of their papers we have counts for

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stat.ML2025

Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero

Matteo Maggiolo, Giuseppe Nuti, Miroslav Štrupl +1

This paper examines replication portfolio construction in incomplete markets - a key problem in financial engineering with applications in pricing, hedging, balance sheet managemen…