Quant Letter: July 2025, Week-1
Weekly quantitative finance newsletter
ArXiv
Finance
Deep Hedging: The study uses deep neural networks to enhance portfolio risk management, leading to significant risk reduction and practical market strategy insights. (2025-06-27, shares: 23)
Posterior Drift: The research warns about the sensitivity of large linear machine learning models in predicting equity premiums, suggesting caution in th…
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