Tag Archives: clvsa
Twin-CLVSA: A Novel Deep Learning Strategy To Predict Financial Markets With Sentiment Measurements
We examine the capability of arbitrage-free neural-SDE market models to yield effective strategies for hedging choices. S&P 500 index choices of the statistically adjusted Black-Scholes delta. Moreover, the MV-based variant of neural-SDE hedges (however not the sensitivity-primarily based variant) outperforms