"Hedging Properties of Algorithmic Investment Strategies using Long ..."

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk (2023)

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DOI: 10.48550/ARXIV.2309.15640

access: open

type: Informal or Other Publication

metadata version: 2023-10-17

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  - journals/corr/abs-2309-15640
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  - https://dblp.org/rec/journals/corr/abs-2309-15640
Jakub Michanków, Pawel Sakowski, Robert Slepaczuk:
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. CoRR abs/2309.15640 (2023)

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