Taming the Greeks: Option Portfolios with Inductive Biases

arXiv:2609.33767 · q-fin.PM, cs.LG, q-fin.CP, q-fin.TR · Submitted 2026-09-27 · Read on arXiv

q-fin.PM, cs.LG, q-fin.CP, q-fin.TR

Submitted: 2026-09-27

Updated: 2026-09-27

Terminology

• Regularization — 21× in this paper · explained in 3 episodes
• Benchmark — 20× in this paper · explained in 2 episodes
• Reinforcement Learning — 4× in this paper · explained in 4 episodes
• Objective Function — 3× in this paper · explained in 2 episodes
• Adam — 2× in this paper · explained in 2 episodes
• Loss Function — 2× in this paper · explained in 2 episodes
• Robustness — 2× in this paper · explained in 5 episodes
• Aggregation — 1× in this paper · explained in 1 episode
• Core — 1× in this paper · explained in 2 episodes
• Decoupling — 1× in this paper · explained in 2 episodes
• Generative Model — 1× in this paper · explained in 2 episodes
• Long Short-term Memory — 1× in this paper
• Model-Agnostic — 1× in this paper · explained in 2 episodes
• Moving Average Convergence Divergence — 1× in this paper
• Steering — 1× in this paper · explained in 2 episodes
• Transformer — 1× in this paper · explained in 2 episodes

Sources

• Adam: A Method for Stochastic Optimization
• Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

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