Data-driven hedging of stock index options via deep learning.
Jie ChenLingfei LiPublished in: Oper. Res. Lett. (2023)
Keyphrases
- deep learning
- data driven
- option pricing
- stock price
- financial markets
- stock exchange
- stock market
- unsupervised learning
- non stationary
- machine learning
- garch model
- historical data
- exchange rate
- transaction costs
- financial data
- news articles
- weakly supervised
- trading systems
- financial time series
- portfolio optimization
- mental models
- empirical analysis
- portfolio selection
- spatial information
- decision making
- computer vision
- data mining