Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging
Advancements in computing capabilities have enabled machine learning algorithms to learn directly from large amounts of data. Deep reinforcement learning is a particularly powerful method that uses agents to learn by interacting with an environment of data. Although many traders and investment manag...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2023
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| Online Access: | https://hdl.handle.net/1721.1/150206 |