2 papers
q-fin.PM2025
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
Travon Lucius, Christian Koch, Jacob Starling +3
We present a reinforcement-learning (RL) framework for dynamic hedging of equity index option exposures under realistic transaction costs and position limits. We hedge a normalized…
stat.ML2025
Conformal Prediction under Levy-Prokhorov Distribution Shifts: Robustness to Local and Global Perturbations
Liviu Aolaritei, Zheyu Oliver Wang, Julie Zhu +2
Conformal prediction provides a powerful framework for constructing prediction intervals with finite-sample guarantees, yet its robustness under distribution shifts remains a signi…