Reinforcement Learning in Finance | MATLAB and Simulink

preview_player
Показать описание
This video shows an automated trader who is able to decide when to hedge a European call option contract to have a trade-off between transaction costs and hedging risk using reinforcement learning.

--------------------------------------------------------------------------------------------------------

© 2020 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc.
Рекомендации по теме
Комментарии
Автор

This is very helpful, but I count I see your step, reset, and training options as well?

dbeardconqueror
Автор

where can I see the code used in this video?

MusicJunkieMiami