[PDF][PDF] Deep reinforcement learning for option replication and hedging
The authors propose models for the solution of the fundamental problem of option replication
subject to discrete trading, round lotting, and nonlinear transaction costs using state-of-the-…
subject to discrete trading, round lotting, and nonlinear transaction costs using state-of-the-…
Practical applications of deep reinforcement learning for option replication and hedging
If a computer model using machine learning and artificial intelligence like Google’s DeepMind
can beat the world’s best human player of the ancient Chinese game of “Go,” can a similar …
can beat the world’s best human player of the ancient Chinese game of “Go,” can a similar …
Application driven graph partitioning
Graph partitioning is crucial to parallel computations on large graphs. The choice of partitioning
strategies has strong impact on not only the performance of graph algorithms, but also …
strategies has strong impact on not only the performance of graph algorithms, but also …
Capturing associations in graphs
This paper proposes a class of graph association rules, denoted by GARs, to specify
regularities between entities in graphs. A GAR is a combination of a graph pattern and a …
regularities between entities in graphs. A GAR is a combination of a graph pattern and a …
Deicing efficiency analysis and economic-environment assessment of a novel induction heating asphalt pavement
K Liu, P Xu, F Wang, C Jin, M Huang, D Dai… - Journal of cleaner …, 2020 - Elsevier
In order to remove the ice layer frozen on the asphalt pavement through an eco-friendly and
efficient way, a novel composite structure of induction heating asphalt pavement (IHAP) was …
efficient way, a novel composite structure of induction heating asphalt pavement (IHAP) was …
Stark broadening for diagnostics of the electron density in non-equilibrium plasma utilizing isotope hydrogen alpha lines
L Yang, X Tan, X Wan, L Chen, D Jin… - Journal of Applied …, 2014 - pubs.aip.org
Two Stark broadening parameters including FWHM (full width at half maximum) and FWHA (full
width at half area) of isotope hydrogen alpha lines are simultaneously introduced to …
width at half area) of isotope hydrogen alpha lines are simultaneously introduced to …
Making It Tractable to Catch Duplicates and Conflicts in Graphs
This paper proposes an approach for entity resolution (ER) and conflict resolution (CR) in
large-scale graphs. It is based on a class of Graph Cleaning Rules (GCRs), which support the …
large-scale graphs. It is based on a class of Graph Cleaning Rules (GCRs), which support the …
Surface organic modification of SrAl2O4: Eu2+, Dy3+ via coupling agents to enhance hydrolysis resistance
M Shi, B Lu, Y Jin, M Ge - Journal of Materials Science: Materials in …, 2021 - Springer
SrAl 2 O 4 : Eu 2+ , Dy 3+ (SAO), an important luminescent material, is widely used in security
signs and entertainment because of its high luminous efficiency and a long persistent …
signs and entertainment because of its high luminous efficiency and a long persistent …
Quantifying transport safety success at the regional level: A guide to policy and practice on investment for G20
J Zhang, J Hu, X Wang, L Fang, Y Jin, M Li, Y Liu… - Socio-Economic …, 2023 - Elsevier
Dramatic numbers of road traffic casualties and resulting economic losses have posed
significant obstacles to implementing sustainable development and are bound to disrupt …
significant obstacles to implementing sustainable development and are bound to disrupt …
Thermochromic luminescent fiber based on yellow thermochromic microcapsules: preparation, properties, and potential application areas
M Shi, B Lu, X Li, Y Jin, M Ge - Cellulose, 2021 - Springer
Luminescent fibers are widely used in textile fields because of their excellent luminescence
performance. However, the lack of its sensing property limits the fiber’s application. In this …
performance. However, the lack of its sensing property limits the fiber’s application. In this …