Quant Letter: September 2024, Week-4
blog.ml-quant.com
Quant Letter: September 2024, Week-4
Weekly (64th Edition)
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…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.