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Hedging American Put Options with Deep Reinforcement Learning
As such, not only does this study present the first DRL agents tailored for American put option hedging, but results on both simulated and empirical market testing data also suggest the optimality of DRL agents over the BS Delta method in real-world scenarios.
Identifying, measuring, and mitigating individual unfairness for supervised learning models and application to credit risk models
Furthermore, we developed a second metric (distinct from the fair similarity metric) to determine how fairly a model is treating similar individuals.
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