Results 151 to 160 of about 590,055 (198)

A hierarchical Bayesian inference model for volatile multivariate exponentially distributed signals. [PDF]

Front Comput Neurosci
Zhu C, Zhou K, Tang F, Tang Y, Li X, Si B.   +5 more
europepmc   +1 more source

Boosting Food System Stability Through Technological Progress in Price and Supply Dynamics. [PDF]

Foods
Doran NM.
europepmc   +1 more source

Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]

Sci Rep
Zhang B.
europepmc   +1 more source

Reply to Cecchi and Palminteri: On the need to model temporal variation in learning rates. [PDF]

Proc Natl Acad Sci U S A
Godara P.
europepmc   +1 more source

Tailored Plasticization of Bio- and Fossil-Based Polymers Using a Versatile Bioplasticizer Derived from Phenylacetic Acid and Glycerol. [PDF]

ACS Polym Au
Martellosio L, Ferri M, Lenzi L, Tauro A, Dorigato A, Degli Esposti M, Morselli D, Fabbri P.   +7 more
europepmc   +1 more source

Behaviorally informed deep reinforcement learning for portfolio optimization with loss aversion and overconfidence. [PDF]

Sci Rep
Charkhestani A, Esfahanipour A.
europepmc   +1 more source

Short-term forecasting and impact analysis of COVID-19 and the stock market in Morocco using ARIMA. [PDF]

PLoS One
Aboagye N, Nadarajah S.
europepmc   +1 more source

HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS [PDF]

International Journal of Theoretical and Applied Finance, 2007
In this paper we focus on the performance of volatility options as hedging instruments for hedging volatility risk. We investigate (a) the relative hedging performance of volatility and European options, (b) the relative hedging performance of volatility index and straddle options, and (c) the impact of model misspecification on hedging effectiveness.
YUNBI AN, ATA ASSAF, JUN YANG
openaire   +2 more sources