Analysis of Hedging Strategies for Multiple Options in the BTC Market Using Deep Smoothing and Deep Hedging

Fujiwara, Masaki; Nakakomi, Tomoki; Kako, Kaisei; Horikawa, Hiroaki; Nakagawa, Kei

doi:10.1527/tjsai.39-4_fin23-h

Transactions of the Japanese Society for Artificial Intelligenc

2024

DOI: 10.1527/tjsai.39-4_fin23-h

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Analysis of Hedging Strategies for Multiple Options in the BTC Market Using Deep Smoothing and Deep Hedging

Masaki Fujiwara,

Tomoki Nakakomi,

Kaisei Kako

et al.

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Analysis of Hedging Strategies for Multiple Options in the BTC Market Using Deep Smoothing and Deep Hedging

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References 19 publications

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