Jacky Chen

According to our database, Jacky Chen authored at least 4 papers between 2010 and 2023.

Collaborative distances:

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

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