Tag Archives: novel

Twin-CLVSA: A Novel Deep Studying Approach To Foretell Financial Markets With Sentiment Measurements

We study the potential of arbitrage-free neural-SDE market models to yield efficient strategies for hedging choices. S&P 500 index choices of the statistically adjusted Black-Scholes delta. Moreover, the MV-based mostly variant of neural-SDE hedges (but not the sensitivity-based mostly variant)