Research
Read how they describe their research on their University of Toronto profile.
Latest papers
Gamma and vega hedging using deep distributional reinforcement learning
Frontiers in Artificial Intelligence · 2023 · senior author
1 publications.
01
Gamma and vega hedging using deep distributional reinforcement learning
Jay Cao, Jacky H. K. Chen, Soroush Farghadani, John C. Hull, Zissis Poulos, Zeyu Wang, Jun Yuan
Frontiers in Artificial Intelligence202321 citationsSenior authorOpen Access
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Applying for
Subject: Prospective PhD student
Dear Professor Yuan,
My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year].
I read your paper "Gamma and vega hedging using deep distributional reinforcement learning" (2023), and it connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.]
Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you.
Thank you for your time.
Kind regards,
[your name]
Profile data last refreshed on September 29, 2026 from the university directory, publication records and public research funding records.