Marzio Sala

most citedHedging using reinforcement learning: Contextual

k

-Armed Bandit versus

Q

-learning

13 citations · 13 across the 1 of their papers we have counts for

collaborators

1 paper

cs.LG2020★ 13 cited

Hedging using reinforcement learning: Contextual $k$ -Armed Bandit versus $Q$ -learning

Loris Cannelli, Giuseppe Nuti, Marzio Sala +1

The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous…

Hedging using reinforcement learning: Contextual k-Armed Bandit versus Q-learning

Hedging using reinforcement learning: Contextual $k$ -Armed Bandit versus $Q$ -learning