Ben Wood

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it
• Management Science and Operations Research — 9 citations into it
• Economics and Econometrics — 7 citations into it

Whom Ben Wood trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hans Föllmer

Papers from Ben Wood's perspective

Ordered by how strongly the researchers Ben Wood trusts endorse each paper. Same corpus, a different order for every researcher.

1. Adam: A Method for Stochastic Optimization (International Conference on Learning Representations)
2. Approximation capabilities of multilayer feedforward networks
3. Stochastic Finance: An Introduction in Discrete Time
4. Delta-hedging vega risk?
5. Efficient hedging: Cost versus shortfall risk (Finance and Stochastics)
6. Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks
7. Consistent risk measures for portfolio vectors
8. Model-free hedge ratios and scale-invariant models
9. AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
10. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Their papers

• Deep hedging (2018) — 446 citations