Efficient Learning in Complex Systems: Reinforcement Learning with Graphon Re-Sampling and Financial Hedging with Optimization-Based Neural Architectures

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Journal
eCommons (Cornell University)
Published
2026-04-02
DOI
https://doi.org/10.7298/ahrq-a633
Primary Topic
Stock Market Forecasting Methods
Type
article
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article

Efficient Learning in Complex Systems: Reinforcement Learning with Graphon Re-Sampling and Financial Hedging with Optimization-Based Neural Architectures

Peihan Huo
eCommons (Cornell University)
Stock Market Forecasting Methods
article

Efficient Learning in Complex Systems: Reinforcement Learning with Graphon Re-Sampling and Financial Hedging with Optimization-Based Neural Architectures

Peihan Huo
article en

Abstract

No abstract available for this paper.
eCommons (Cornell University)
Cornell University (US)
Industry, innovation and infrastructure
Openalex Percentile: Top 24%
Stock Market Forecasting Methods
DOIOpen Access PDFOpenAlex
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Efficient Learning in Complex Systems: Reinforcement Learning with Graphon Re-Sampling and Financial Hedging with Optimization-Based Neural Architectures — Peihan Huo · eCommons (Cornell University) (2026) | TGRS Research Map | TGRS