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pro vyhledávání: '"Humayra Shoshi"'
Autor:
Humayra Shoshi, Indranil Sengupta
Publikováno v:
International Journal of Financial Engineering.
In this paper, a refined Barndorff-Nielsen and Shephard (BN-S) model is implemented to find an optimal hedging strategy for commodity markets. The refinement of the BN-S model is obtained with various machine and deep learning algorithms. The refinem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62ac59f54c073c3c7ff839a17964aa85
https://doi.org/10.1142/s2424786321500158
https://doi.org/10.1142/s2424786321500158
Publikováno v:
Journal of Risk & Financial Management; Sep2021, Vol. 14 Issue 9, p1-17, 17p, 1 Chart