2 papers
cs.LG2026
Adversarial Training for Deep Hedging in Nonstationary Markets
Philipp J. Schneider, Lukas Looser, Antoine Garin +2
Deep hedging learns trading policies from historical or simulated market trajectories, yet under nonstationarity these training paths may not represent future market conditions. We…
math.ST2023
Estimation and convergence rates in the distributional single index model
Fadoua Balabdaoui, Alexander Henzi, Lukas Looser
The distributional single index model is a semiparametric regression model in which the conditional distribution functions of a real-valued o…