Dynamically Hedging Oil and Currency Futures (Presentation Slides)
35 Pages Posted: 30 Mar 2016
Date Written: March 14, 2016
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: Suggested Citation