Should Commodity Investors Follow Commodities' Prices?
Paolo GuasoniAntonella TolomeoGu WangPublished in: SIAM J. Financial Math. (2019)
Keyphrases
- single commodity
- market participants
- market prices
- stock market
- long term
- long run
- multi commodity
- data mining
- monetary policy
- electricity markets
- financial markets
- electric power
- market data
- neural network
- flow network
- optimal pricing
- payoff functions
- real time
- supply chain management
- reinforcement learning
- information systems
- artificial intelligence
- data sets