Results 61 to 70 of about 41,412 (327)
Dynamic hedging of 50ETF options using Proximal Policy Optimization
This paper employs the PPO (Proximal Policy Optimization) algorithm to study the risk hedging problem of the Shanghai Stock Exchange (SSE) 50ETF options.
Lei Liu, Mengmeng Hao, Jinde Cao
doaj +1 more source
Abstract In early childhood education many researchers and professionals across the world have embraced the United Nations Convention on the Rights of the Child's requirement to include young children in decision‐making. In the context of ongoing discussion about young children's capacity to share their views and opinions about matters affecting them ...
Laura Lundy +3 more
wiley +1 more source
Abstract This article examines how UK and US universities manage racial equality regimes through governance structures that prioritise institutional reputation over substantive racial justice reform. Drawing on Bourdieu's field, habitus and capital theory, the study demonstrates how universities neutralise racial justice efforts through bureaucratic ...
David Roberts
wiley +1 more source
Abstract This paper critically analysed how school readiness has been historically and discursively constructed in Early Childhood Education (ECE) policy in England over the past four decades. Using Bacchi's ‘What's the Problem Represented to be?’ framework and Foucauldian concepts of governmentality, the paper explored how school readiness has shifted
Louise Kay
wiley +1 more source
This paper tested the use of the surplus efficient frontier (a minimum tracking error portfolio selection method) to select the optimal hedging portfolio that replicates the best Mexican #4 lemon price in a t + 1 and t + 4 week hedging scenario.
Oscar V. De la Torre-Torres +2 more
doaj +1 more source
Abstract This paper examines the gap in number skills between socioeconomically disadvantaged and non‐disadvantaged children in the first year of compulsory schooling in England. Past research mostly relies on statutory assessment data collected towards the end of the first year of school and does not show the attainment gap associated with ...
Martin Culliney, Joanne Robson
wiley +1 more source
Risk Management in Derivatives Markets: Integrating Advanced Hedging Strategies with Empirical Analysis [PDF]
This study provides a comprehensive analysis of hedging strategies in the Chinese 50ETF options market, emphasizing dynamic hedging, Value at Risk (VaR), and machine learning-based approaches.
Liu Fengshuo
doaj +1 more source
Hedge Ratio and Hedging Effectiveness in Indian Currency Futures Markets
The purpose of the study is to assess the efficacy of diverse hedge ratios computed using three econometric models: OLS, VECM, and BEKK-GARCH model. This investigation centres on minimizing variance for the USD/INR currency pair within the Indian currency market, specifically during two distinct periods: the pre-COVID era and the COVID-19 era.
N. Agrawal, P. Srinivasan
openaire +2 more sources
The hedging effectiveness of currency futures markets [PDF]
Until very recently, commodity futures were largely ignored by the vast majority of economists. At the same time, markets for foreign currencies were studied by only a relative handful of specialists in international trade and finance. This article examines a subject which overlaps the two very arcane areas of commodity futures and foreign exchange ...
openaire +1 more source
The spread of non‐native species
ABSTRACT The global redistribution of species through human agency is one of the defining ecological signatures of the Anthropocene, with biological invasions reshaping biodiversity patterns, ecosystem processes and services, and species interactions globally.
Phillip J. Haubrock +16 more
wiley +1 more source

