{"id":"W4386571302","doi":"10.2139/ssrn.4566384","title":"Hedging Barrier Options Using Reinforcement Learning","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Reinforcement learning; Reinforcement; Computer science; Business; Artificial intelligence; Psychology; Social psychology","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001473721,0.0005024275,0.0009412873,0.0003841507,0.0002384066,0.0007525047,0.0008246161,0.001268518,0.002725992],"category_scores_gemma":[0.006050263,0.0004142156,0.0004242197,0.000281951,0.0006930399,0.001058132,0.0009103977,0.001443645,0.0002026696],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004921199,"about_ca_system_score_gemma":0.0005717512,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00269863,"about_ca_topic_score_gemma":0.002131132,"domain_scores_codex":[0.9996443,0.0001578852,0.00001883955,0.00005926594,0.00007024205,0.00004953772],"domain_scores_gemma":[0.9951414,0.004013809,0.0002334249,0.0001428036,0.0002928466,0.000175602],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001114996,0.0000870506,0.0008804738,0.00002132939,0.00002752718,0.00004677853,0.00002489339,0.9733729,0.0006582562,0.005207282,0.0002693015,0.01929269],"study_design_scores_gemma":[0.000007911626,0.00001610869,0.00003616589,0.000001527008,0.000002541434,0.000003055745,0.000001224651,0.9982659,0.0000622335,0.001577876,0.00002404783,0.000001392975],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2738144,0.0004724453,0.7196376,0.0004729173,0.0001149768,0.00008810776,0.00004335669,0.0004799741,0.004876319],"genre_scores_gemma":[0.974534,0.00007702766,0.02331283,0.00007276056,0.00001911198,0.00004071545,0.00002497531,0.00001959071,0.001898992],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002725992,"threshold_uncertainty_score":0.009119332,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02540348058657338,"score_gpt":0.2457408857193525,"score_spread":0.2203374051327791,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}