Machine Learning & Quant Finance

Machine Learning & Quant Finance

Quant Letter: September 2024, Week-4

Weekly (64th Edition)

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Dr. Derek Snow
Sep 25, 2024
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ArXiv

Finance

Neural Networks for Hedging: The study uses neural networks to determine optimal replication strategies for an option, indicating that gamma hedging is used to manage model uncertainty rather than to lessen transaction costs. (2024-09-20, shares: 7)

Portfolio Optimization Algorithm: The paper introduces a new method for portfolio optimization…

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