Forecasting Climate Transition Regulatory and Market Risk Variables with Machine Learning.
Juan F. Pérez-PérezIsis Bonet CruzMaría Solange Sánchez-PinzónFabio CaraffiniChristian LochmullerPublished in: ISTAS (2023)
Keyphrases
- machine learning
- foreign exchange
- investment decisions
- black scholes
- option pricing
- early warning
- crude oil
- financial crisis
- decision making
- statistical methods
- portfolio management
- risk neutral
- risk aversion
- exchange rate
- machine learning algorithms
- short term
- long term
- financial time series
- stock price
- stock returns
- risk management
- risk evaluation
- stock market
- investment strategies
- financial data
- risk factors
- risk averse
- feature selection
- electricity markets
- trading strategies
- demand forecasting
- variable selection
- machine learning methods
- market data
- data mining
- market share
- text classification
- learning algorithm
- weather prediction
- extreme events
- portfolio optimization
- electronic markets
- risk analysis
- risk assessment
- computational biology
- model selection
- natural language processing
- information extraction
- decision trees