Dynamic Hedging using Generated Genetic Programming Implied Volatility Models.

Fathi Abid Wafa Abdelmalek Sana Ben Hamida

Published in: CoRR (2020)

Keyphrases

genetic programming
long term
probabilistic model
parameter estimation
complex systems
machine learning
information retrieval
genetic algorithm
dynamic environments
experimental data
stock market
bayesian framework
historical data
parametric models