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Jun Yuan

University of Toronto

Adjunct professor

105 St George Street

Toronto, Ontario M5S3E6

Canada

  • University of Toronto

SCHOLARLY PAPERS

5

DOWNLOADS

1,733

TOTAL CITATIONS

3

Scholarly Papers (5)

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1.

Hedging Barrier Options Using Reinforcement Learning

Number of pages: 18 Posted: 09 Sep 2023
Jacky Chen, Yu Fu, John C. Hull, Zissis Poulos, Zeyu Wang and Jun Yuan
University of Toronto, affiliation not provided to SSRN, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management and University of Toronto
Downloads 691 (94,372)

Abstract:

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Exotic option, hedging, reinforcement learning

2.

The Attention-Based Excess Bond Premium

Number of pages: 72 Posted: 05 Dec 2024 Last Revised: 25 Nov 2025
Kevin Benson, Ing-Haw Cheng, John C. Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, Royal Bank of Canada, University of Toronto and University of Toronto
Downloads 306 (252,268)

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Excess bond premium, textual analysis, credit spreads, macroeconomy, growth, LASSO, news, politics

3.

Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning

Number of pages: 11 Posted: 08 Aug 2022 Last Revised: 21 Mar 2023
Jay Cao, Jacky Chen, Soroush Farghadani, John C. Hull, Zissis Poulos, Zeyu Wang and Jun Yuan
University of Toronto, University of Toronto, University of Toronto, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management and University of Toronto
Downloads 305 (252,268)
Citation 3

Abstract:

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derivatives trading, hedging, gamma, vega, reinforcement learning

4.

Measuring Price Effects of Multilingual Global News with Large Language Models

Number of pages: 70 Posted: 12 Dec 2025 Last Revised: 10 Jun 2026
Kevin Benson, Ing-Haw Cheng, Maurice Granger, John C. Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
Royal Bank of Canada, University of Toronto - Rotman School of Management, Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, Royal Bank of Canada, University of Toronto and University of Toronto
Downloads 301 (274,231)

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Large Language Models, International Finance, Textual Analysis

5.

Narrative Monetary Policy Uncertainty

Number of pages: 27 Posted: 12 Oct 2023
Charles Martineau, Zissis Poulos, Yuntao Wu, Cameron Thompson, Maryam Haghighi, Jun Yuan and John C. Hull
University of Toronto - Rotman School of Management and UTSC Management, University of Toronto - Rotman School of Management, University of Toronto, University of Toronto, Government of Canada - Bank of Canada, University of Toronto and University of Toronto - Rotman School of Management
Downloads 130 (561,789)

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monetary policy uncertainty, risk premia, central bank communication, machine learning, natural language processing