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pro vyhledávání: '"Haoyu Wang"'
In this study, we constitute an adaptive hedging method based on empirical mode decomposition (EMD) method to extract the adaptive hedging horizon and build a time series cross-validation method for robust hedging performance estimation. Basing on th
Externí odkaz:
http://arxiv.org/abs/2302.00251
Publikováno v:
NBER Working Papers; Jul2023, Issue 31417-31505, p1-49, 73p