Zobrazeno 1 - 10
of 23 199
pro vyhledávání: '"HEDGE, P"'
The domain of hedge fund investments is undergoing significant transformation, influenced by the rapid expansion of data availability and the advancement of analytical technologies. This study explores the enhancement of hedge fund investment perform
Externí odkaz:
http://arxiv.org/abs/2412.11019
In the Hedge Cut problem, the edges of a graph are partitioned into groups called hedges, and the question is what is the minimum number of hedges to delete to disconnect the graph. Ghaffari, Karger, and Panigrahi [SODA 2017] showed that Hedge Cut ca
Externí odkaz:
http://arxiv.org/abs/2410.17641
This paper presents a novel approach to designing a Hedge Algebra Controller named Hedge Algebra Controller with Recursive Semantic Values (RS-HAC). This approach incorporates several newly introduced concepts, including Semantically Quantifying Simp
Externí odkaz:
http://arxiv.org/abs/2410.15058
When constructing portfolios, a key problem is that a lot of financial time series data are sparse, making it challenging to apply machine learning methods. Polymodel theory can solve this issue and demonstrate superiority in portfolio construction f
Externí odkaz:
http://arxiv.org/abs/2408.03320
Publikováno v:
2024 56th North American Power Symposium (NAPS), El Paso, TX, USA, 2024, pp. 1-6
With the increasing frequency of high impact low probability events, electricity markets are experiencing significant price spikes more often. This paper proposes a novel social equity driven optimal power flow framework to mitigate the adverse effec
Externí odkaz:
http://arxiv.org/abs/2409.08411
Autor:
Hatemi-J, Abdulnasser
Reducing financial risk is of paramount importance to investors, financial institutions, and corporations. Since the pioneering contribution of Johnson (1960), the optimal hedge ratio based on futures is regularly utilized. The current paper suggests
Externí odkaz:
http://arxiv.org/abs/2407.19932
The Black-Scholes option pricing model remains a cornerstone in financial mathematics, yet its application is often challenged by the need for accurate hedging strategies, especially in dynamic market environments. This paper presents a rigorous anal
Externí odkaz:
http://arxiv.org/abs/2405.02919
Autor:
Katerenchuk, Denys, Levitan, Rivka
Humans express ideas, beliefs, and statements through language. The manner of expression can carry information indicating the author's degree of confidence in their statement. Understanding the certainty level of a claim is crucial in areas such as m
Externí odkaz:
http://arxiv.org/abs/2405.13319
Akademický článek
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Autor:
Maciej Hyży
Publikováno v:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, Vol 68, Iss 4 (2024)
Purpose: To check whether WIG 40 companies apply hedge accounting, and if so, do the effects of applying hedge accounting significantly affect the financial performance of these companies? Does hedge accounting improve the efficiency of operations by
Externí odkaz:
https://doaj.org/article/400f0bc6fd6945de91209e62990fe094
