Monte carlo tree search for trading and hedging-Reference-Cited by-同舟云学术

Monte carlo tree search for trading and hedging

Published:2021-11-03 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the Second ACM International Conference on AI in Finance
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Author:

Vittori Edoardo¹,Likmeta Amarildo²,Restelli Marcello¹

Affiliation:

1. Politecnico di Milano

2. Universitá di Bologna

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3490354.3494402

Reference23 articles.

1. Peter Auer , Nicolo Cesa-Bianchi , and Paul Fischer . Finite-time analysis of the multiarmed bandit problem. Machine learning, 47(2--3):235--256 , 2002 . Peter Auer, Nicolo Cesa-Bianchi, and Paul Fischer. Finite-time analysis of the multiarmed bandit problem. Machine learning, 47(2--3):235--256, 2002.

2. Foreign exchange trading

3. Risk-averse trust region optimization for reward-volatility reduction;Bisi Lorenzo;IJCAI-20,2020

4. Fischer Black and Myron Scholes . The pricing of options and corporate liabilities. Journal of political economy, 81(3) , 1973 . Fischer Black and Myron Scholes. The pricing of options and corporate liabilities. Journal of political economy, 81(3), 1973.

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