PhD student in reinforcement learning and interpretability at University of Bath.
Karolis Jucys
Karma: 12
Interpretability in Action: Exploratory Analysis of VPT, a Minecraft Agent
Colour versus Shape Goal Misgeneralization in Reinforcement Learning: A Case Study
non pdf arxiv link: https://arxiv.org/abs/2305.15324
For the four examples of
24-16=12, 53-25=25, 34-16=13, 63-17=16
is this the pattern?ab-cd=ca
Would “delta hedging” be useful here? It helps hedge long option exposure by shorting some amount of a stock.
For example, at the money calls generally have a delta of 0.5, so holding 100 at the money calls and shorting 50 shares makes you roughly neutral for small moves in the underlying asset.
Would probably require monthly rebalancing based on how many options you effectively hold and market moves. It also wouldn’t work well if AGI happens at GDM and Google stock goes exponential (“volatility smile” problem).