Adversarial Training for Deep Hedging in Nonstationary Markets

arXiv:2610.07162 · cs.LG, math.OC, q-fin.CP · Submitted 2026-10-05 · Read on arXiv

cs.LG, math.OC, q-fin.CP

Submitted: 2026-10-05

Updated: 2026-10-05

Terminology

• Adversarial Training — 1× in this paper · explained in 1 episode

Sources

• Holistic Robust Data-Driven Decisions
• Unifying Distributionally Robust Optimization via Optimal Transport Theory
• The Nonstationarity-Complexity Tradeoff in Return Prediction
• Don't Look Back in Anger: Wasserstein Distributionally Robust Optimization with Nonstationary Data
• Smoothed $f$-Divergence Distributionally Robust Optimization

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