Adversarial Training for Deep Hedging in Nonstationary Markets MQEB9ZHQAT

URI	`m2://res/MQEB9ZHQAT`
Kind	preprint
Creators	Philipp J. Schneider, Lukas Looser, Antoine Garin, Shuhan Liu, Daniel Kuhn
Date	2026-10-05
Subjects	arxiv cs.LG, arxiv math.OC, arxiv q-fin.CP
Scope	border

Expressions

Date	2026-10-05
Ids	arXiv 2610.07162

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
5DKN0CV4MX	statement	theorem 3.6	arxiv
Weighted coupling bound	statement	proposition C.3	arxiv
Exact empirical reduction for the two-budget OT--$\phi$ set	statement	proposition C.7	arxiv
Drift-aware coverage	statement	theorem C.5	arxiv
Small-budget expansion of the reweighting problem	statement	lemma C.9	arxiv
CKPVT35Z7Y	statement	theorem	arxiv
CR2K7FD4Y1	statement	theorem	arxiv
D180JD250T	statement	theorem	arxiv
First-order accuracy of the adversary	statement	theorem 3.7	arxiv
F3B77GYK0M	statement	theorem	arxiv
Drift-aware Wasserstein bound	statement	lemma C.4	arxiv
HAABQVVWS4	statement	theorem	arxiv
Two-budget OT--$\phi$ ambiguity set	definition	definition 3.2	arxiv
NP0Q2V98M6	statement	theorem	arxiv
Concentration bound with effective sample size	statement	proposition C.2	arxiv
RTM8DE6A5W	statement	theorem	arxiv
Expectation bound with effective sample size	statement	lemma C.1	arxiv
Drift-aware coverage and next-period risk	statement	theorem 2.3	arxiv
W7EJ9PMF0J	statement	theorem	arxiv
X3CSS2QS0M	statement	proposition 3.4	arxiv
Uniform OT expansion under small reweightings	statement	lemma C.8	arxiv
Entropy function and $\phi$-divergence	definition	definition 3.1	arxiv