ML-QuantSubscribe

RePEcRisk, Credit & Banking

Deep Learning for Commodity Risk Management

A new deep learning strategy for financial hedging has been created, offering improved risk management and an average annual economic benefit of 1.21 million CNY for a typical Chinese aluminum firm.

Featured in No. 51 on 28 May 2024 · on release day

Released
28 May 2024
First featured
No. 51 · 28 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page