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[1] Can Artificial Intelligence Trade the Stock Market
人工智能可以交易股票市场吗
来源:ARXIV_20250606
[2] Neural Jumps for Option Pricing
期权定价的神经跳跃
来源:ARXIV_20250606
[1] Can Artificial Intelligence Trade the Stock Market
标题:人工智能可以交易股票市场吗
作者:Jędrzej Maskiewicz, Paweł Sakowski
来源:ARXIV_20250606
Abstract : The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms Double Deep Q Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It evaluates these algorithms across three currency pairs, the S&P 500 index and Bitcoin, on the daily data in the period of 2019 2023.......(摘要翻译及全文见知识星球)
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[2] Neural Jumps for Option Pricing
标题:期权定价的神经跳跃
作者:Duosi Zheng, Hanzhong Guo, Yanchu Liu, Wei Huang
来源:ARXIV_20250606
Abstract : Recognizing the importance of jump risk in option pricing, we propose a neural jump stochastic differential equation model in this paper, which integrates neural networks as parameter estimators in the conventional jump diffusion model. To overcome the problem that the backpropagation algorithm is not compatible with the jump process, we use the Gumbel Softmax method to make the jump parameter gradient......(摘要翻译及全文见知识星球)
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