Deep Generators on Commodity Markets Application to Deep Hedging
Four deep generative methods for time series are studied on commodity markets and compared with classical probabilistic models. The lack of data in the case of deep hedgers is a common flaw, which deep generative methods seek to address. In the specific case of commodities, it turns out that these g...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/11/1/7 |