Statistics
Publications
4
Citations
85
H-Index
4
Active since
2018
Affiliations
University of Toronto(Current)
Jay Cao is an author at University of Toronto specializing in business, financial economics, and reinforcement learning for trading.
Publications per year
2018–2023
4
4
Gamma and vega hedging using deep distributional reinforcement learning
Jay Cao, Jacky Chen, Soroush Farghadani et al. · Frontiers in Artificial Intelligence · 2023 · 20 citations · Full text
Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao, Jacky Chen, John C. Hull et al. · SSRN Electronic Journal · 2019 · 14 citations · Full text
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