Quantum Deep Hedging

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for real markets. We develop quantum reinforcement learning methods...

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Bibliographic Details
Main Authors: El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky, Marco Pistoia
Format: Article
Language:English
Published: Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften 2023-11-01
Series:Quantum
Online Access:https://quantum-journal.org/papers/q-2023-11-29-1191/pdf/