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q-fin.CP2023
Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
Koti S. Jaddu, Paul A. Bilokon
High-frequency trading is prevalent, where automated decisions must be made quickly to take advantage of price imbalances and patterns in price action that forecast near-future mov…
q-fin.PM2023
Implementing portfolio risk management and hedging in practice
Paul Alexander Bilokon
In academic literature portfolio risk management and hedging are often versed in the language of stochastic control and Hamilton--Jacobi--Bellman~(HJB) equations in continuous time…