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SSRNDerivatives & Volatility

Stock Returns Hedged with ML

The research uses absolute variations to create models with percentage returns limited to unity, employing machine learning for hedging strategies and showing enhancements via inverse logistic transformation.

Featured in No. 91 on 2 Apr 2025 · 48 days after release

Released
13 Feb 2025
First featured
No. 91 · 2 Apr 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5194959

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

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