Hedged deep tracking

Y Qi, S Zhang, L Qin, H Yao, Q Huang… - Proceedings of the …, 2016 - openaccess.thecvf.com
… The contributions of this paper are summarized below: • We propose a novel tracking
into a single stronger tracker. • We develop an improved Hedge algorithm for visual tracking by …

Hedging deep features for visual tracking

Y Qi, S Zhang, L Qin, Q Huang, H Yao… - IEEE transactions on …, 2018 - ieeexplore.ieee.org
… CNN-based tracking algorithm which hedges deep features from … weak tracker, and all weak
trackers are hedged into a strong … For robust visual tracking, we propose a hedge method to …

Deep hedging

H Buehler, L Gonon, J Teichmann, B Wood - Quantitative Finance, 2019 - Taylor & Francis
hedging a portfolio of derivatives in the presence of market frictions such as transaction costs,
liquidity constraints or risk limits using modern deep … the use of deep learning for stochastic …

[PDF][PDF] Deep Hedging with Market Impact

A Neagu, F Godin, C Simard… - arXiv preprint arXiv …, 2024 - assets.pubpub.org
hedging options on stocks with limited liquidity. In this paper, we propose a novel general
market impact dynamic hedging model based on Deep … several option hedging simulations …

Fast Deep Hedging with Second-Order Optimization

K Mueller, A Akkari, L Gonon, B Wood - Proceedings of the 5th ACM …, 2024 - dl.acm.org
Hedging exotic options in presence of market frictions is an important risk management task.
Deep hedging can solve such hedging … optimization scheme for deep hedging. We leverage …

Optimal hedge tracking portfolios in a limit order book

S Ellersgaard, M Tegnér - Market Microstructure and Liquidity, 2017 - World Scientific
… For us, the Á-strategy we are tracking is for all practical purposes completely generic,
although we for illustrative reasons shall restrict our attention to a Bachelierian hedge ratio (…

Target tracking based on standard hedging and feature fusion for robot

S Chan, J Tao, X Zhou, B Wu, H Wang… - Industrial Robot: the …, 2021 - emerald.com
… Visual tracking technology enables industrial robots interacting … of the tracking problem, the
accuracy of visual target tracking still … target tracking method based on standard hedging and …

Partial hedging in rough volatility models

E Motte, D Hainaut - SIAM Journal on Financial Mathematics, 2024 - SIAM
… This paper studies the problem of partial hedging within the … the terminal value of a hedging
portfolio. As rough volatility … solution for the Markov partial hedging problem to the optimal …

Deep Gamma Hedging

J Armstrong, G Tatlow - arXiv preprint arXiv:2409.13567, 2024 - arxiv.org
… The tracking error rate of the delta-gamma hedging strategy. Mathematical Finance: An International
Journal of Mathematics, Statistics and Financial Economics, 22(2):277–309, 2012. …

Deep visual nerve tracking in ultrasound images

M Alkhatib, A Hafiane, P Vieyres, A Delbos - Computerized Medical Imaging …, 2019 - Elsevier
… no deep-learning study exists for tracking the nerves in ultrasound images, this paper explores
thirteen most recent deep-learning trackers for nerve tracking … HDT hedges these trackers …