Risk management for crude oil futures: an optimal stopping-timing approach.
Sabri BoubakerZhenya LiuYaosong ZhanPublished in: Ann. Oper. Res. (2022)
Keyphrases
- risk management
- optimal stopping
- crude oil
- financial markets
- finite horizon
- brownian motion
- long run
- decision support system
- oil field
- project management
- optimal policy
- forecasting model
- infinite horizon
- heavy traffic
- long term
- artificial intelligence
- data mining
- bp neural network
- software projects
- markov decision processes
- markov chain