Pricing Rainfall Based Futures Using Genetic Programming.
Sam CramerMichael KampouridisAlex Alves FreitasAntonis K. AlexandridisPublished in: EvoApplications (1) (2017)
Keyphrases
- financial markets
- early warning
- spot market
- stock market
- prediction model
- rainfall runoff
- profit maximization
- tropical cyclone
- dynamic pricing
- revenue management
- neural network
- meteorological data
- pricing model
- stock price
- unit commitment
- weather forecasting
- monitoring system
- case study
- information systems
- database
- convertible bonds