HIGHLIGHTS
- who: Nicolas Boursin and collaborators from the Universitu00e9 Gustave Eiffel, Bd Newton, Champs-sur-Marne, France have published the research work: Deep Generators on Commodity Markets Application to Deep Hedging, in the Journal: Risks 2023, 11, 7. of /2023/
- what: In this work the synthetic time series of commodity prices produced by such generators are studied and then used to train hedgers on various options. In this article, four state-of-the-art deep generators for time series are compared on commodities including electricity, gas, coal and fuel. Through this approach, a purely data-driven . . .
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