Ben Wood

According to our database, Ben Wood authored at least 7 papers between 2015 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Fast Deep Hedging with Second-Order Optimization.

Konrad Mueller, Amira Akkari, Lukas Gonon, Ben Wood

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2023

Quantum Deep Hedging.

El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Chun-Fu Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky, Marco Pistoia

Quantum, November, 2023

2022

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Multi-Asset Spot and Option Market Simulation.

Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai

CoRR, 2021

2020

A Data-driven Market Simulator for Small Data Environments.

Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Pérez Arribas, Ben Wood

CoRR, 2020

2019

Deep Hedging: Learning to Simulate Equity Option Markets.

Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler

CoRR, 2019

2015

Improving geological and process model integration through TIN to 3D grid conversion.

Carl Watson, Jennifer Richardson, Ben Wood, Christopher R. Jackson, Andrew Hughes

Comput. Geosci., 2015