Reinforcement
Observational Learning
Reinforcement Schedules
Associative Learning
Generalization, Discrimination, and Extinction
Probability Distributions
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Augmenting Large Language Models via Vector Embeddings to Improve Domain-Specific Responsiveness
Published on: December 6, 2024
Jay Cao1, Jacky Chen1, Soroush Farghadani2
1Joseph L. Rotman School of Management, University of Toronto, Toronto, ON, Canada.
This study introduces a reinforcement learning and quantile regression hedging strategy for stochastic derivatives. The optimal strategy balances transaction costs, objective functions, and option maturity for robust risk management.
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