نسخة أولية وصول مفتوح
Adversarial Training for Deep Hedging in Nonstationary Markets
Deep hedging learns trading policies from historical or simulated market trajectories, yet under nonstationarity these training paths may not represent future market conditions. We propose WRAP (Wasserstein-Reweighting Adversarial Perturbation), a drift-aware adversarial training framework derived from a two-budget dis …