1 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.CP2024★ 1 cited
Deep Hedging with Market Impact
Andrei Neagu, Frédéric Godin, Clarence Simard +1
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be fra…
cs.LG2023★ 1 cited
Linear pretraining in recurrent mixture density networks
Hubert Normandin-Taillon, Frédéric Godin, Chun Wang
We present a method for pretraining a recurrent mixture density network (RMDN). We also propose a slight modification to the architecture of the RMDN-GARCH proposed by Nikolaev et…