Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Alexander Brunhuemer"'
Publikováno v:
ACRN Journal of Finance and Risk Perspectives, Vol 10, Iss 1, Pp 166-203 (2021)
In this paper, we examine the performance of certain short option trading strategies on the S&P500 with backtesting based on historical option price data. Some of these strategies show significant outperformance in relation to the S&P500 index. We se
Externí odkaz:
https://doaj.org/article/4663426e6a55471a9f82a228f9c68ed7
Autor:
Alexander Brunhuemer, Lukas Larcher, Philipp Seidl, Sascha Desmettre, Johannes Kofler, Gerhard Larcher
Publikováno v:
Risks, Vol 10, Iss 12, p 235 (2022)
In this paper, we apply machine learning models to execute certain short-option strategies on the S&P500. In particular, we formulate and focus on a supervised classification task which decides if a plain short straddle on the S&P500 should be execut
Externí odkaz:
https://doaj.org/article/e7886146e540445aa9c3fc5dde40232a
Publikováno v:
Electronic Proceedings in Theoretical Computer Science, Vol 267, Iss Proc. ThEdu 2017, Pp 120-139 (2018)
Education in the practical applications of logic and proving such as the formal specification and verification of computer programs is substantially hampered by the fact that most time and effort that is invested in proving is actually wasted in vain
Externí odkaz:
https://doaj.org/article/9d0ac62f08fd488a957e99b2b5815c65
Autor:
Alexander Brunhuemer, Gerhard Larcher
Publikováno v:
Advances in Modeling and Simulation ISBN: 9783031101922
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b93fb7f60e48b2c1d7cd4fab586c8e1
https://doi.org/10.1007/978-3-031-10193-9_5
https://doi.org/10.1007/978-3-031-10193-9_5
