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Deep Hedging with Market Impact
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement Learning (RL ...
Godin, Frédéric +3 more
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Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
Large language models (LLMs) and their fine-tuning techniques have demonstrated superior performance in various language understanding and generation tasks. This paper explores fine-tuning LLMs for stock return forecasting with financial newsflow.
Guo, Tian, Hauptmann, Emmanuel
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Semi-Closed Form Cubature and Applications to Financial Diffusion Models. [PDF]
, 2013 Bayer, C., Friz, P., Loeffen, R.L.
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