Search results for "hedging"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Georgios P. Trachanas, Aikaterini Forouli, Nikolaos Gkonis, Haris Ch. Doukas	Hedging uncertainty in energy efficiency strategies: a minimax regret analysis.	Oper. Res.	2020	DBLP DOI BibTeX RDF
16	Josselin Garnier, Knut Sølna	Optimal Hedging Under Fast-Varying Stochastic Volatility.	SIAM J. Financial Math.	2020	DBLP DOI BibTeX RDF
16	Claudia Ceci, Katia Colaneri, Rüdiger Frey, Verena Köck	Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.	SIAM J. Financial Math.	2020	DBLP DOI BibTeX RDF
16	Anna Aksamit, Zhaoxu Hou, Jan Oblój	Robust Framework for Quantifying the Value of Information in Pricing and Hedging.	SIAM J. Financial Math.	2020	DBLP DOI BibTeX RDF
16	Yasin Kavak, Erkut Erdem, Aykut Erdem	Hedging static saliency models to predict dynamic saliency.	Signal Process. Image Commun.	2020	DBLP DOI BibTeX RDF
16	Xing Yu, Zhongkai Wan, Xiaowen Tu, Yanyin Li	The optimal multi-period hedging model of currency futures and options with exponential utility.	J. Comput. Appl. Math.	2020	DBLP DOI BibTeX RDF
16	Jia Wang, MengChu Zhou, Xiu Jin, Xiwang Guo, Liang Qi, Xu Wang	Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model.	IEEE Trans Autom. Sci. Eng.	2020	DBLP DOI BibTeX RDF
16	Lu Tan, Ling Li 0006, Wanquan Liu, Jie Sun 0001, Min Zhang	A Novel Euler's Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm.	J. Math. Imaging Vis.	2020	DBLP DOI BibTeX RDF
16	Ting-Wei Hsu, Chung-Chi Chen 0001, Hen-Hsen Huang, Meng Chang Chen, Hsin-Hsi Chen	Hedging via Opinion-based Pair Trading Strategy.	WWW (Companion Volume)	2020	DBLP DOI BibTeX RDF
16	Jae-Yun Jun, Yves Rakotondratsimba	Hedging option contracts with locally weighted regression, functional data analysis, and Markov chain Monte Carlo techniques.	ICAIIC	2020	DBLP DOI BibTeX RDF
16	Xi Chen 0001, Binghui Peng	Hedging in games: Faster convergence of external and swap regrets.	NeurIPS	2020	DBLP BibTeX RDF
16	Edoardo Vittori, Michele Trapletti, Marcello Restelli	Option hedging with risk averse reinforcement learning.	ICAIF	2020	DBLP DOI BibTeX RDF
16	Daniel Hennes, Dustin Morrill, Shayegan Omidshafiei, Rémi Munos, Julien Pérolat, Marc Lanctot, Audrunas Gruslys, Jean-Baptiste Lespiau, Paavo Parmas, Edgar A. Duéñez-Guzmán, Karl Tuyls	Neural Replicator Dynamics: Multiagent Learning via Hedging Policy Gradients. (PDF / PS)	AAMAS	2020	DBLP BibTeX RDF
16	Davide Fioriti, Giovanni Lutzemberger, Davide Poli, Andrea Micangeli	Optimal sizing and operation of isolated microgrids for developing countries: hedging uncertainties with Monte Carlo techniques.	ISGT-Europe	2020	DBLP DOI BibTeX RDF
16	Panos Kouvelis, Xiaole Wu, Yixuan Xiao	Cash Hedging in a Supply Chain.	Manag. Sci.	2019	DBLP DOI BibTeX RDF
16	Yue Zhai, Yelin Fu, Gangyan Xu, George Q. Huang	Multi-period hedging and coordination in a prefabricated construction supply chain.	Int. J. Prod. Res.	2019	DBLP DOI BibTeX RDF
16	Wenliang Chen, Zheng Wang	Analysis of the steady state probability distribution of a manufacturing system under the prioritised hedging point control policy.	Int. J. Prod. Res.	2019	DBLP DOI BibTeX RDF
16	Min Zhang, Jie Sun 0001, Honglei Xu	Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms.	SIAM J. Optim.	2019	DBLP DOI BibTeX RDF
16	Choi-Hong Lai	Modification terms to the Black-Scholes model in a realistic hedging strategy with discrete temporal steps.	Int. J. Comput. Math.	2019	DBLP DOI BibTeX RDF
16	Gongqiu Zhang, Lingfei Li	Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior.	Oper. Res.	2019	DBLP DOI BibTeX RDF
16	Jinhua Wang, Yunfei Guo, Yuna Jia, Yajing Zhang, Mengqian Li	Modeling and Application of the Underground Emergency Hedging System Based on Internet of Things Technology.	IEEE Access	2019	DBLP DOI BibTeX RDF
16	Rui Gao, Yaqiong Li, Yanfei Bai, Shanlan Hong	Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity.	IEEE Access	2019	DBLP DOI BibTeX RDF
16	Ananth M. Palani, Hongyu Wu, Medhat M. Morcos	A Frank-Wolfe Progressive Hedging Algorithm for Improved Lower Bounds in Stochastic SCUC.	IEEE Access	2019	DBLP DOI BibTeX RDF
16	Naohiro Yoshida	A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging.	JSIAM Lett.	2019	DBLP DOI BibTeX RDF
16	Paolo Di Tella, Martin Haubold, Martin Keller-Ressel	Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation.	J. Appl. Probab.	2019	DBLP DOI BibTeX RDF
16	Ludovic Goudenège, Andrea Molent, Antonino Zanette	Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.	Comput. Manag. Sci.	2019	DBLP DOI BibTeX RDF
16	Lu Tan, Ling Li 0006, Wanquan Liu, Jie Sun 0001, Min Zhang	A Novel Euler's Elastica based Segmentation Approach for Noisy Images via using the Progressive Hedging Algorithm.	CoRR	2019	DBLP BibTeX RDF
16	Johannes Ruf, Weiguan Wang	Neural networks for option pricing and hedging: a literature review.	CoRR	2019	DBLP BibTeX RDF
16	Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu	Hedging the Drift: Learning to Optimize under Non-Stationarity.	CoRR	2019	DBLP BibTeX RDF
16	Xin Huang, Duan Li, Daniel Zhuoyu Long	Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning.	CoRR	2019	DBLP BibTeX RDF
16	Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev	Adaptive Hedging under Delayed Feedback.	CoRR	2019	DBLP BibTeX RDF
16	Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler	Deep Hedging: Learning to Simulate Equity Option Markets.	CoRR	2019	DBLP BibTeX RDF
16	Yangang Chen, Justin W. L. Wan	Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions.	CoRR	2019	DBLP BibTeX RDF
16	Erhan Bayraktar, Zhou Zhou 0004	No-Arbitrage and Hedging with Liquid American Options.	Math. Oper. Res.	2019	DBLP DOI BibTeX RDF
16	Edoardo Fadda, Guido Perboli, Roberto Tadei	A progressive hedging method for the optimization of social engagement and opportunistic IoT problems.	Eur. J. Oper. Res.	2019	DBLP DOI BibTeX RDF
16	Zugang Liu, Jia Wang	Supply chain network equilibrium with strategic financial hedging using futures.	Eur. J. Oper. Res.	2019	DBLP DOI BibTeX RDF
16	R. Tyrrell Rockafellar, Jie Sun 0001	Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.	Math. Program.	2019	DBLP DOI BibTeX RDF
16	Yuankai Qi, Shengping Zhang, Lei Qin, Qingming Huang, Hongxun Yao, Jongwoo Lim, Ming-Hsuan Yang 0001	Hedging Deep Features for Visual Tracking.	IEEE Trans. Pattern Anal. Mach. Intell.	2019	DBLP DOI BibTeX RDF
16	Zheng Yin, Anthony Brabazon, Conall O'Sullivan, Philip A. Hamill	A genetic programming approach for delta hedging.	Genet. Program. Evolvable Mach.	2019	DBLP DOI BibTeX RDF
16	Yue Zhai, Gangyan Xu, George Q. Huang	Buffer space hedging enabled production time variation coordination in prefabricated construction.	Comput. Ind. Eng.	2019	DBLP DOI BibTeX RDF
16	Paula Villa Martín, Miguel A. Muñoz, Simone Pigolotti	Bet-hedging strategies in expanding populations.	PLoS Comput. Biol.	2019	DBLP DOI BibTeX RDF
16	Jörg Oechssler, Hannes Rau, Alex Roomets	Hedging, ambiguity, and the reversal of order axiom.	Games Econ. Behav.	2019	DBLP DOI BibTeX RDF
16	Nicola Secomandi	Quadratic Hedging of Commodity and Energy Cash Flows.	Found. Trends Technol. Inf. Oper. Manag.	2019	DBLP DOI BibTeX RDF
16	Panos Kouvelis, Xiaole Wu, Yixuan Xiao	A Framework of Hedging Decisions for Supply Chain Partners.	Found. Trends Technol. Inf. Oper. Manag.	2019	DBLP DOI BibTeX RDF
16	Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka	Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil.	Structural Changes and their Econometric Modeling	2019	DBLP DOI BibTeX RDF
16	Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta	Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market.	IUKM	2019	DBLP DOI BibTeX RDF
16	Shantanu Chakraborty, Remco A. Verzijlbergh, Zofia Lukszo, Milos Cvetkovic, Kyri Baker	The Role of Demand-Side Flexibility in Hedging Electricity Price Volatility in Distribution Grids.	ISGT	2019	DBLP DOI BibTeX RDF
16	Giulia Pedrielli, Russell R. Barton	Metamodel-Based Quantile Estimation for Hedging Control of Manufacturing Systems.	WSC	2019	DBLP DOI BibTeX RDF
16	Shuze Guo, Wen Long	Pairs Trading Based on Risk Hedging: An Empirical Study of the Gold Spot and Futures Trading in China.	ICDS	2019	DBLP DOI BibTeX RDF
16	Hiroumi Misaki	Practical Application of the SIML Estimation of Covariance, Correlation, and Hedging Ratio with High-Frequency Financial Data.	KES-IDT (1)	2019	DBLP DOI BibTeX RDF
16	Dakota S. Murray, Vincent Larivière, Cassidy R. Sugimoto	Context matters: how the usage and semantics of hedging terms differs between sections of scientific papers.	ISSI	2019	DBLP BibTeX RDF
16	Pooria Joulani, András György 0001, Csaba Szepesvári	Think out of the "Box": Generically-Constrained Asynchronous Composite Optimization and Hedging.	NeurIPS	2019	DBLP BibTeX RDF
16	Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta	Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.	ECONVN	2019	DBLP DOI BibTeX RDF
16	Cyril Bénézet	Study of numerical methods for partial hedging and switching problems with costs uncertainty. (Étude de méthodes numériques pour la couverture partielle et problèmes de switching avec incertitude sur les coûts).		2019	RDF
16	Alex B. Markle, Yuval Rottenstreich	Simultaneous Preferences for Hedging and Doubling Down: Focal Prospects, Background Positions, and Nonconsequentialist Conceptualizations of Uncertainty.	Manag. Sci.	2018	DBLP DOI BibTeX RDF
16	Alberto Manconi, Massimo Massa, Lei Zhang 0070	The Informational Role of Corporate Hedging.	Manag. Sci.	2018	DBLP DOI BibTeX RDF
16	Jörgen Blomvall, Jonas Ekblom	Corporate hedging: an answer to the "how" question.	Ann. Oper. Res.	2018	DBLP DOI BibTeX RDF
16	Jian Ni, Lap Keung Chu, Shoude Li	Financial hedging and competitive strategy for value-maximizing firms under quantity competition.	Ann. Oper. Res.	2018	DBLP DOI BibTeX RDF
16	Natashia Boland, Jeffrey Christiansen, Brian C. Dandurand, Andrew C. Eberhard, Jeff T. Linderoth, James R. Luedtke, Fabricio Oliveira	Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming.	SIAM J. Optim.	2018	DBLP DOI BibTeX RDF
16	Erhan Bayraktar, Gu Wang 0002	Quantile Hedging in a semi-static market with model uncertainty.	Math. Methods Oper. Res.	2018	DBLP DOI BibTeX RDF
16	Semih Atakan, Suvrajeet Sen	A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs.	Comput. Manag. Sci.	2018	DBLP DOI BibTeX RDF
16	Takeru Matsuda, Akimichi Takemura	Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity.	CoRR	2018	DBLP BibTeX RDF
16	Bruno Bouzy, Marc Métivier, Damien Pellier	Hedging Algorithms and Repeated Matrix Games.	CoRR	2018	DBLP BibTeX RDF
16	Zheng Wang 0021, Felix T. S. Chan, Ming Li	A Robust Production Control Policy for Hedging Against Inventory Inaccuracy in a Multiple-Stage Production System With Time Delay.	IEEE Trans. Engineering Management	2018	DBLP DOI BibTeX RDF
16	Qiang Li 0011, Baozhuang Niu, Lap Keung Chu, Jian Ni, Junwei Wang 0001	Buy now and price later: Supply contracts with time-consistent mean-variance financial hedging.	Eur. J. Oper. Res.	2018	DBLP DOI BibTeX RDF
16	Hua Li, Antony Ware, Lan Di, George Yuan, Anatoliy Swishchuk, Steven Yuan	The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options.	Fuzzy Sets Syst.	2018	DBLP DOI BibTeX RDF
16	Pan Zhao, Jian Pan, Benda Zhou, Jixia Wang, Yu Song	Hedging for the Regime-Switching Price Model Based on Non-Extensive Statistical Mechanics.	Entropy	2018	DBLP DOI BibTeX RDF
16	Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère	Some Results on Skorokhod Embedding and Robust Hedging with Local Time.	J. Optim. Theory Appl.	2018	DBLP DOI BibTeX RDF
16	Klebert Kentia, Christoph Kühn	Nash Equilibria for Game Contingent Claims with Utility-Based Hedging.	SIAM J. Control. Optim.	2018	DBLP DOI BibTeX RDF
16	Ye Xiao, Xiaoqun Wang	Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
16	Mihael Perman, Ana Zalokar	Optimal hedging strategies in equity-linked products.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
16	Weiguo Zhang 0002, Xing Yu, Yongjun Liu 0001	Trade and currency options hedging model.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
16	Zhaoxu Hou, Jan Oblój	Robust pricing-hedging dualities in continuous time.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
16	Masaaki Fukasawa, Mitja Stadje	Perfect hedging under endogenous permanent market impacts.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
16	Andrew J. Park, Richard Frank, Alexander Mikhaylov, Myf Thomson	Hackers Hedging Bets: A Cross-Community Analysis of Three Online Hacking Forums.	ASONAM	2018	DBLP DOI BibTeX RDF
16	Jiyao Gao, Fengqi You	Modeling framework and computational algorithm for hedging against uncertainty in sustainable supply chain design using functional-unit-based life cycle optimization.	Comput. Chem. Eng.	2017	DBLP DOI BibTeX RDF
16	Anna Glazyrina, Alexander Melnikov	Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time.	Risk Decis. Anal.	2017	DBLP DOI BibTeX RDF
16	Jiarong Luo, Xu Chen 0015	Risk hedging via option contracts in a random yield supply chain.	Ann. Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Michele E. Pfund, John W. Fowler	Extending the boundaries between scheduling and dispatching: hedging and rescheduling techniques.	Int. J. Prod. Res.	2017	DBLP DOI BibTeX RDF
16	Yue Zhai, Ray Y. Zhong, Zhi Li 0019, George Q. Huang	Production lead-time hedging and coordination in prefabricated construction supply chain management.	Int. J. Prod. Res.	2017	DBLP DOI BibTeX RDF
16	Hong Sun, Weida Chen, Zhiliang Ren, Biyu Liu	Optimal policy in a hybrid manufacturing/remanufacturing system with financial hedging.	Int. J. Prod. Res.	2017	DBLP DOI BibTeX RDF
16	Liao Wang, David D. Yao	Production with Risk Hedging - Optimal Policy and Efficient Frontier.	Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Zhao Xu 0002, Loi Lei Lai, Kit Po Wong, Pierre Pinson, Fangxing Li 0001	Guest Editorial Special Section on Emerging Informatics for Risk Hedging and Decision Making in Smart Grids.	IEEE Trans. Ind. Informatics	2017	DBLP DOI BibTeX RDF
16	Mohammad Ehsanul Karim, John Petkau, Paul Gustafson, Helen Tremlett, The Beams Study Group	On the application of statistical learning approaches to construct inverse probability weights in marginal structural Cox models: Hedging against weight-model misspecification.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
16	Jason Barnett, Jean-Paul Watson, David L. Woodruff	BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs.	Oper. Res. Lett.	2017	DBLP DOI BibTeX RDF
16	Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu	Utility indifference pricing and hedging for structured contracts in energy markets.	Math. Methods Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Dirk Becherer, Klebert Kentia	Hedging under generalized good-deal bounds and model uncertainty.	Math. Methods Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Datong P. Zhou, Munther A. Dahleh, Claire J. Tomlin	Hedging Strategies for Load-Serving Entities in Wholesale Electricity Markets.	CoRR	2017	DBLP BibTeX RDF
16	Massimo Caccia, Bruno N. Rémillard	Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model.	CoRR	2017	DBLP BibTeX RDF
16	Maor Ganz, Or Sattath	Quantum coin hedging, and a counter measure.	CoRR	2017	DBLP BibTeX RDF
16	Lima Zhao, Arnd Huchzermeier	Integrated operational and financial hedging with capacity reshoring.	Eur. J. Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Alexandra Boldyreva, Christopher Patton, Thomas Shrimpton	Hedging Public-Key Encryption in the Real World.	IACR Cryptol. ePrint Arch.	2017	DBLP BibTeX RDF
16	Bruno Bouchard 0002, Grégoire Loeper, Yiyi Zou	Hedging of Covered Options with Linear Market Impact and Gamma Constraint.	SIAM J. Control. Optim.	2017	DBLP DOI BibTeX RDF
16	Patrick Cheridito, Michael Kupper, Ludovic Tangpi	Duality Formulas for Robust Pricing and Hedging in Discrete Time.	SIAM J. Financial Math.	2017	DBLP DOI BibTeX RDF
16	René Caldentey, Martin Haugh	A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers.	Found. Trends Technol. Inf. Oper. Manag.	2017	DBLP DOI BibTeX RDF
16	Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici	Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations.	Found. Trends Technol. Inf. Oper. Manag.	2017	DBLP DOI BibTeX RDF
16	Xin Chen	Operational Hedging through Dual-Sourcing under Capacity Uncertainty.	Found. Trends Technol. Inf. Oper. Manag.	2017	DBLP DOI BibTeX RDF
16	Liao Wang, David D. Yao	Integrated Production Planning and Risk Hedging.	Found. Trends Technol. Inf. Oper. Manag.	2017	DBLP DOI BibTeX RDF
16	Madalina Deaconu, Antoine Lejay, Khaled Salhi	Approximation of CVaR minimization for hedging under exponential-Lévy models.	J. Comput. Appl. Math.	2017	DBLP DOI BibTeX RDF
16	Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried	Hedging with small uncertainty aversion.	Finance Stochastics	2017	DBLP DOI BibTeX RDF