Jacky Chen

According to our database, Jacky Chen authored at least 5 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of three.
• Erdős number of four.

2024

EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning.

Parvin Malekzadeh, Zissis Poulos, Jacky Chen, Zeyu Wang, Konstantinos N. Plataniotis

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

2023

Gamma and vega hedging using deep distributional reinforcement learning.

Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan

Frontiers Artif. Intell., February, 2023

2021

Deep Hedging of Derivatives Using Reinforcement Learning.

Jay Cao, Jacky Chen, John Hull, Zissis Poulos

CoRR, 2021

Valuing Exotic Options and Estimating Model Risk.

Jay Cao, Jacky Chen, John Hull, Zissis Poulos

CoRR, 2021

2010

Indoor localization and visualization using a human-operated backpack system.

Timothy Liu, Matthew Carlberg, George Chen, Jacky Chen, John Kua, Avideh Zakhor

Proceedings of the 2010 International Conference on Indoor Positioning and Indoor Navigation, 2010