61 citations · 67 across the 6 of their papers we have counts for
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q-fin.PM2026
Taming the Greeks: Option Portfolios with Inductive Biases
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We present an end-to-end deep learning framework for systematic options trading that directly embeds hedging behavior through explicit control of portfolio-level risk exposures. Wh…
q-fin.PM2024★ 2 cited
Deep Learning for Options Trading: An End-To-End Approach
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often req…