Dynamically Hedging Oil and Currency Futures (Presentation Slides)

35 Pages Posted: 30 Mar 2016

See all articles by Paul Cottrell

Paul Cottrell

affiliation not provided to SSRN

Date Written: March 14, 2016

Abstract

The purpose of this research is to fill the gaps in the literature by providing a comprehensive study on how to utilize and improve the performance of the receding horizontal control and stochastic programming (RHCSP) method pertaining to the oil and currency markets.

Keywords: Dynamically Hedging, Stochastic Modeling, Oil Futures, Currency Futures, Algorthmic Trading, Artificial Intelligence

JEL Classification: C10, C49, C5, C53, C63, E17, E30, F47

Suggested Citation

Cottrell, Paul, Dynamically Hedging Oil and Currency Futures (Presentation Slides) (March 14, 2016). Available at SSRN: https://ssrn.com/abstract=2755296 or http://dx.doi.org/10.2139/ssrn.2755296

Paul Cottrell (Contact Author)

affiliation not provided to SSRN

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