Search results for "Hedging"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
126	James R. Perkins	Optimal Control of Failure-Prone Manufacturing Systems with Constant Repair Times.	Ann. Oper. Res.	2004	DBLP DOI BibTeX RDF	failure-prone, hedging point policy, optimal production control, manufacturing systems
125	Jason Wu, Suvrajeet Sen	A Stochastic Programming Model for Currency Option Hedging.	Ann. Oper. Res.	2000	DBLP DOI BibTeX RDF	currency options, stochastic programming, hedging
117	Aleksandr Rudkevich, Ezra D. Hausman, Richard Tabors, Jan Bagnall, Christopher Kopel	Loss Hedging Rights: A Final Piece in the LMP Puzzle.	HICSS	2005	DBLP DOI BibTeX RDF
92	Jian-Qiang Hu, Pirooz Vakili, Lei Huang	Capacity and Production Managment in a Single Product Manufacturing System.	Ann. Oper. Res.	2004	DBLP DOI BibTeX RDF	hedging policy, flow control, production systems
84	Robert E. Mercer, Chrysanne DiMarco, Frederick W. Kroon	The Frequency of Hedging Cues in Citation Contexts in Scientific Writing.	Canadian AI	2004	DBLP DOI BibTeX RDF
75	Gül Gürkan, Fikri Karaesmen, Özge Özdemir	Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization.	Discret. Event Dyn. Syst.	2007	DBLP DOI BibTeX RDF	Hedging points, Threshold levels, Generalized semi-Markov processes, Infinitesimal perturbation analysis, Sample-path optimization, Service-level constraints, Stochastic optimization, Stochastic fluid models
67	Richard Goldberg, James Read, Art Altman, Remi Audouin	Delta Hedging Energy Portfolios: an Exploratory Study.	HICSS	2007	DBLP DOI BibTeX RDF
58	Chai Quek, Michel Pasquier, Neha Kumar	A novel recurrent neural network-based prediction system for option trading and hedging.	Appl. Intell.	2008	DBLP DOI BibTeX RDF	Option trading, Hedging system, Recurrent neural network, Computational finance
58	Yury Gryazin 0001, Michael Landrigan	A Regularized Unconstrained Optimization in the Bond Portfolio Valuation and Hedging.	World Congress on Engineering (Selected Papers)	2008	DBLP DOI BibTeX RDF	Regularized Unconstrained Optimization, Bond Portfolio, Collateralized Mortgage Obligation, Valuation, Hedging
50	Guangqin Li	Hedging of American Contingent Claims in an Imcomplete Market.	FSKD (3)	2008	DBLP DOI BibTeX RDF
50	Jonathan Duke, Christopher D. Clack	Evolutionary simulation of hedging pressure in futures markets.	IEEE Congress on Evolutionary Computation	2007	DBLP DOI BibTeX RDF
50	Jian Chen, Michael C. Fu 0001	Financial derivatives and real options: hedging beyond duration and convexity.	WSC	2002	DBLP DOI BibTeX RDF
41	David M. Pennock	A dynamic pari-mutuel market for hedging, wagering, and information aggregation.	EC	2004	DBLP DOI BibTeX RDF	automated market maker, betting, combinatorial betting, compound securities markets, dynamic pari-mutuel market, risk allocation, wagering, speculating, trading, information aggregation, hedging, gambling, continuous double auction
34	Christoforos Panayiotou, Christos G. Cassandras	Infinitesimal Perturbation Analysis and Optimization for Make-to-Stock Manufacturing Systems Based on Stochastic Fluid Models.	Discret. Event Dyn. Syst.	2006	DBLP DOI BibTeX RDF	Infinitesimal perturbation analysis, Optimization, Manufacturing systems, Stochastic fluid models
33	Susan Brennan, Justina O. Ohaeri	Why do electronic conversations seem less polite? the costs and benefits of hedging.	WACC	1999	DBLP DOI BibTeX RDF	groups., multimedia, communication, politeness, hedges
32	Mohamed El Farissi, Mhamed Eddahbi, Ali Goumar	Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach.	Symmetry	2024	DBLP DOI BibTeX RDF
32	Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid R. Stillman, Wayne Luk, Ce Guo	Deeper Hedging: A New Agent-based Model for Effective Deep Hedging.	ICAIF	2023	DBLP DOI BibTeX RDF
32	Dane M. Christensen, Hengda Jin, Suhas A. Sridharan, Laura A. Wellman	Hedging on the Hill: Does Political Hedging Reduce Firm Risk?	Manag. Sci.	2022	DBLP DOI BibTeX RDF
32	Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen	Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.	ICAIF	2022	DBLP DOI BibTeX RDF
32	Yudong Wang, Chongfeng Wu, Li Yang	Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?	Manag. Sci.	2015	DBLP DOI BibTeX RDF
32	Yuji Yamada	Optimal hedging of basket options using smooth payoff functions: Comparison with super-hedging strategy.	ACC	2012	DBLP DOI BibTeX RDF
25	Baris Tan, Stanley B. Gershwin	Production and Subcontracting Strategies for Manufacturers with Limited Capacity and Volatile Demand.	Ann. Oper. Res.	2004	DBLP DOI BibTeX RDF	subcontracting, optimal flow control, hedging policy, production systems
25	Javad Sadr, Roland P. Malhamé	Unreliable Transfer Lines: Decomposition/Aggregation and Optimization.	Ann. Oper. Res.	2004	DBLP DOI BibTeX RDF	transfer lines, manufacturing flow control, KANBAN optimization, hedging policies, dynamic programming, decomposition techniques
25	Michael H. Veatch, Francis de Véricourt	Zero-Inventory Conditions for a Two-Part-Type Make-to-Stock Production System.	Queueing Syst. Theory Appl.	2003	DBLP DOI BibTeX RDF	make-to-stock queue, hedging points, just-in-time
25	Lance Fortnow, Joe Kilian, David M. Pennock, Michael P. Wellman	Betting boolean-style: a framework for trading in securities based on logical formulas.	EC	2003	DBLP DOI BibTeX RDF	betting, combinatorial betting, compound securities markets, computational complexity of matching, risk allocation, trading in financial instruments based on logical formulas, speculating, information aggregation, hedging, gambling
17	Yu-Chia Hsu, An-Pin Chen	SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling.	CSE (1)	2009	DBLP DOI BibTeX RDF
17	John W. Stamey, Ryan A. Rossi	Automatically identifying relations in privacy policies.	SIGDOC	2009	DBLP DOI BibTeX RDF	latent relations, ambiguities, privacy policies
17	Pythagoras Petratos	Weather, Information Security, and Markets.	IEEE Secur. Priv.	2007	DBLP DOI BibTeX RDF
17	Ramazan Gencay, Rajna Gibson	Model Risk for European-Style Stock Index Options.	IEEE Trans. Neural Networks	2007	DBLP DOI BibTeX RDF
17	Chonghui Jiang, Yongkai Ma, Kevin W. Li	Pricing of guarantees for principal-protected funds under the constant proportion portfolio insurance strategy.	SMC	2007	DBLP DOI BibTeX RDF
17	Arunabha Mukhopadhyay, Binay Bhushan, Debashis Saha, Ambuj Mahanti	E-Risk Management through Self Insurance: An Option Model.	HICSS	2007	DBLP DOI BibTeX RDF	e-risk, option model, self-insurance, e-commerce, security breach
17	Brian Fett, Jehoshua Bruck, Marc D. Riedel	Synthesizing Stochasticity in Biochemical Systems.	DAC	2007	DBLP DOI BibTeX RDF
17	Teemu Pennanen, Markku Kallio	A splitting method for stochastic programs.	Ann. Oper. Res.	2006	DBLP DOI BibTeX RDF
17	Hans Buehler	Consistent Variance Curve Models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification (2000) G13
17	Peter Holm Nielsen	Utility maximization and risk minimization in life and pension insurance.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	Participating life insurance, dividends, bonus, optimization, investment strategies, risk minimization
17	Patrick Cheridito, Christopher Summer	Utility maximization under increasing risk aversion in one-period models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	utility indifference price, balanced strategy, super-replication, Utility maximization
17	Lothar Rogge	Call Completeness Implies Completeness in the n -period Model of a Financial Market.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classifications C60, G10
17	Bo-Hyun Kim, Daewon Lee, Jaewook Lee 0001	Local Volatility Function Approximation Using Reconstructed Radial Basis Function Networks.	ISNN (2)	2006	DBLP DOI BibTeX RDF
17	Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen	Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach.	IJCNN	2006	DBLP DOI BibTeX RDF
17	Chai Quek, Michel Pasquier, Neha Kumar	A Novel Recurrent Neural Network Based Prediction System for Trading.	IJCNN	2006	DBLP DOI BibTeX RDF
17	Teemu Pennanen	Financial Optimization.	OR	2006	DBLP DOI BibTeX RDF
17	Tae Hyup Roh	Forecasting the Volatility of Stock Price Index.	ADMA	2006	DBLP DOI BibTeX RDF
17	Michael Szydlo	Risk Assurance for Hedge Funds Using Zero Knowledge Proofs.	Financial Cryptography	2005	DBLP DOI BibTeX RDF
17	Yusaku Yamamoto	An Efficient and Easily Parallelizable Algorithm for Pricing Weather Derivatives.	LSSC	2005	DBLP DOI BibTeX RDF
17	Nicola Bruti Liberati, Filippo Martini	A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in Finance.	ISDA	2005	DBLP DOI BibTeX RDF
17	Szymon Borak, Matthias Fengler, Wolfgang Hiirdle	DSFM fitting of Implied Volatility Surfaces.	ISDA	2005	DBLP DOI BibTeX RDF
17	Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield	Financial Computations on Clusters Using Web Services.	International Conference on Computational Science (2)	2005	DBLP DOI BibTeX RDF
17	Boyd Davis, Vivian Lord, Peyton Mason	More Than a Summary: Stance-Shift Analysis.	ISI	2005	DBLP DOI BibTeX RDF
17	Ioannis Ch. Paschalidis, Yong Liu, Christos G. Cassandras, Christos G. Panayiotou	Inventory Control for Supply Chains with Service Level Constraints: A Synergy between Large Deviations and Perturbation Analysis.	Ann. Oper. Res.	2004	DBLP DOI BibTeX RDF	supply chain management, large deviations, perturbation analysis, inventory control, service levels
17	Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield	Cluster Computing for Financial Engineering.	PARA	2004	DBLP DOI BibTeX RDF
17	Jacques Ajenstat, Peter Jones	Virtual Decision Maker for Stock Market Trading as a Network of Cooperating Autonomous Intelligent Agents.	HICSS	2004	DBLP DOI BibTeX RDF	Negotiation and Cooperation, Online Decision making, intelligent agents, derivatives, Stock market
17	Paul Francis	Is the Internet Going NUTSS?	IEEE Internet Comput.	2003	DBLP DOI BibTeX RDF
17	Andrew P. Kosoresow, Matthew P. Johnson 0001	Finding Worst-Case Instances of, and Lower Bounds for, Online Algorithms Using Genetic Algorithms.	Australian Joint Conference on Artificial Intelligence	2002	DBLP DOI BibTeX RDF	genetic algorithms, Evolutionary algorithms, search, online algorithms, optimization algorithms
17	Yuji Yamada, James A. Primbs	Construction of Multinomial Lattice Random Walks for Optimal Hedges.	International Conference on Computational Science (1)	2001	DBLP DOI BibTeX RDF
17	Kanta Matsuura	A Derivative of Digital Objects and Estimation of Default Risks in Electronic Commerce.	ICICS	2001	DBLP DOI BibTeX RDF
16	Hongyue Guo, Yuan Xi, Fangping Yu, Cong Sui	Time-frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures.	Expert Syst. Appl.	2024	DBLP DOI BibTeX RDF
16	Miklesh Prasad Yadav, Shikha Bhatia, Nidhi Singh, Md. Tarikul Islam	Correction to: Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging.	Ann. Oper. Res.	2024	DBLP DOI BibTeX RDF
16	Miklesh Prasad Yadav, Shikha Bhatia, Nidhi Singh, Md. Tarikul Islam	Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging.	Ann. Oper. Res.	2024	DBLP DOI BibTeX RDF
16	Pikkin Lau, Lingfeng Wang, Wei Wei 0038, Zhaoxi Liu, Chee-Wooi Ten	A Novel Mutual Insurance Model for Hedging Against Cyber Risks in Power Systems Deploying Smart Technologies.	CoRR	2024	DBLP DOI BibTeX RDF
16	Andrei Neagu, Fréderic Godin, Clarence Simard, Leila Kosseim	Deep Hedging with Market Impact.	CoRR	2024	DBLP DOI BibTeX RDF
16	Dongwei Shi, Yanyin Li, Xing Yu	Dynamic options hedging model under mark-to-market risk.	Int. J. Inf. Technol. Manag.	2024	DBLP DOI BibTeX RDF
16	Xihong Yan, Chuanlong Wang, Junfeng Yang	A note on progressive hedging algorithm for multistage stochastic variational inequalities.	Appl. Math. Lett.	2024	DBLP DOI BibTeX RDF
16	Yu Huang, Nengjiu Ju, Hao Xing	Performance Evaluation, Managerial Hedging, and Contract Termination.	Manag. Sci.	2023	DBLP DOI BibTeX RDF
16	Naho Akiyama, Toshihiro Yamada	Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process.	Risk Decis. Anal.	2023	DBLP DOI BibTeX RDF
16	Fehmi Tanrisever, Burak Büke, Geert Jongen	Futures hedging in electricity retailing.	Ann. Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Yosuke Kakinuma	Hedging role of stablecoins.	Intell. Syst. Account. Finance Manag.	2023	DBLP DOI BibTeX RDF
16	Jeffrey Christiansen, Brian C. Dandurand, Andrew C. Eberhard, Fabricio Oliveira	A study of progressive hedging for stochastic integer programming.	Comput. Optim. Appl.	2023	DBLP DOI BibTeX RDF
16	Liao Wang, David D. Yao	Production Planning with Risk Hedging Under a Conditional Value at Risk Objective.	Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Hao Xu, Cheng Xu, He Yan, Yanqi Sun	Structured products dynamic hedging based on reinforcement learning.	J. Ambient Intell. Humaniz. Comput.	2023	DBLP DOI BibTeX RDF
16	Mehran Hajiaghapour-Moghimi, Ehsan Hajipour, Kamyar Azimi Hosseini, Mehdi Tavakkoli, Sajjad Fattaheian-Dehkordi, Mehdi Vakilian, Matti Lehtonen	Hedging Investments of Grid-Connected PV-BESS in Buildings Using Cryptocurrency Mining: A Case Study in Finland.	IEEE Access	2023	DBLP DOI BibTeX RDF
16	Olakunle Alao, Paul Cuffe	Implementing Contract-for-Difference Arrangements for Hedging Electricity Price Risks of Renewable Generators on a Blockchain Marketplace.	IEEE Trans. Ind. Informatics	2023	DBLP DOI BibTeX RDF
16	Nicolas Busch, Tobias Crönert, Stefan Minner, Moritz Rettinger, Burakhan Sel	Deep Learning for Commodity Procurement: Nonlinear Data-Driven Optimization of Hedging Decisions.	INFORMS J. Optim.	2023	DBLP DOI BibTeX RDF
16	Joakim Dimoski, Stein-Erik Fleten, Nils Löhndorf, Sveinung Nersten	Dynamic hedging for the real option management of hydropower production with exchange rate risks.	OR Spectr.	2023	DBLP DOI BibTeX RDF
16	Xiaojia Wang, Richard Y. K. Fung	Strategic Analyses of Applying an Option-Based Hedging Mechanism in Parallel Airline Alliances.	Int. J. Inf. Syst. Supply Chain Manag.	2023	DBLP DOI BibTeX RDF
16	Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan	Gamma and vega hedging using deep distributional reinforcement learning.	Frontiers Artif. Intell.	2023	DBLP DOI BibTeX RDF
16	Jie Chen, Lingfei Li	Data-driven hedging of stock index options via deep learning.	Oper. Res. Lett.	2023	DBLP DOI BibTeX RDF
16	Mitchell Pound, Spencer Clemens, Tyler Brough, Pedram Jahangiry, Janette Goodridge	Bruno: A Julia package for simulation, financial asset pricing and delta hedging.	J. Open Source Softw.	2023	DBLP DOI BibTeX RDF
16	Ankush Agarwal, Christian-Oliver Ewald, Yongjie Wang	Hedging longevity risk in defined contribution pension schemes.	Comput. Manag. Sci.	2023	DBLP DOI BibTeX RDF
16	Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan	Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets.	Comput.	2023	DBLP DOI BibTeX RDF
16	Jason M. Altschuler, Pablo A. Parrilo	Acceleration by Stepsize Hedging I: Multi-Step Descent and the Silver Stepsize Schedule.	CoRR	2023	DBLP DOI BibTeX RDF
16	Anh Tong, Thanh Nguyen-Tang, Dongeun Lee 0001, Toan M. Tran, Jaesik Choi	SigFormer: Signature Transformers for Deep Hedging.	CoRR	2023	DBLP DOI BibTeX RDF
16	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	2023	DBLP DOI BibTeX RDF
16	Richard Dewey, Craig Newbold	The Pricing And Hedging Of Constant Function Market Makers.	CoRR	2023	DBLP DOI BibTeX RDF
16	El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Chun-Fu Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky, Marco Pistoia	Quantum Deep Hedging.	CoRR	2023	DBLP DOI BibTeX RDF
16	Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori	Reinforcement Learning for Credit Index Option Hedging.	CoRR	2023	DBLP DOI BibTeX RDF
16	Andrew Na, Justin Wan	Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks.	CoRR	2023	DBLP DOI BibTeX RDF
16	Masanori Hirano 0001, Kentaro Minami, Kentaro Imajo	Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling.	CoRR	2023	DBLP DOI BibTeX RDF
16	Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He, Lisa Huang	Model-Free Market Risk Hedging Using Crowding Networks.	CoRR	2023	DBLP DOI BibTeX RDF
16	Zoran Stoiljkovic	Applying Reinforcement Learning to Option Pricing and Hedging.	CoRR	2023	DBLP DOI BibTeX RDF
16	David Wu, Sebastian Jaimungal	Robust Risk-Aware Option Hedging.	CoRR	2023	DBLP DOI BibTeX RDF
16	Carol Alexander, Jun Deng, Bin Zou 0005	Hedging with automatic liquidation and leverage selection on bitcoin futures.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Yue Zhai, Guowei Hua, Meng Cheng, T. C. E. Cheng	Production lead-time hedging and order allocation in an MTO supply chain.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka	On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Xinjie Xing, Dongping Song, Chengfeng Qiu, Paul R. Drake, Yuanzhu Zhan	Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Mingxin Yao, Ying Wei, Huiyu Wang	Promoting research by reducing uncertainty in academic writing: a large-scale diachronic case study on hedging in Science research articles across 25 years.	Scientometrics	2023	DBLP DOI BibTeX RDF
16	El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Chun-Fu Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky, Marco Pistoia	Quantum Deep Hedging.	Quantum	2023	DBLP DOI BibTeX RDF
16	Maryam Akbari-Moghaddam, Douglas G. Down	SEH: Size Estimate Hedging Scheduling of Queues.	ACM Trans. Model. Comput. Simul.	2023	DBLP DOI BibTeX RDF
16	Fatemeh Sarayloo, Teodor Gabriel Crainic, Walter Rei	An integrated learning and progressive hedging matheuristic for stochastic network design problem.	J. Heuristics	2023	DBLP DOI BibTeX RDF
16	Frank Bosserhoff, Mitja Stadje	Robustness of Delta Hedging in a Jump-Diffusion Model.	SIAM J. Financial Math.	2023	DBLP DOI BibTeX RDF
16	Talie Kassamany, Etienne Harb, Roland Baz	Hedging and safe haven properties of Ethereum: evidence around crises.	J. Decis. Syst.	2023	DBLP DOI BibTeX RDF