Search Results for author: Soroush Farghadani

Found 3 papers, 1 papers with code

Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning

1 code implementation10 May 2022 Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan

We show how D4PG can be used in conjunction with quantile regression to develop a hedging strategy for a trader responsible for derivatives that arrive stochastically and depend on a single underlying asset.

Distributional Reinforcement Learning Position +2

IA-GCN: Interpretable Attention based Graph Convolutional Network for Disease prediction

no code implementations29 Mar 2021 Anees Kazi, Soroush Farghadani, Nassir Navab

The main novelty lies in the interpretable attention module (IAM), which directly operates on multi-modal features.

Decision Making Disease Prediction +3

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