EURO 2024 Copenhagen
Abstract Submission

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Session TC-63: Advanced Options Strategies Using O.R. and Machine Learning in stream OR in Banking, Finance and Insurance: New Tools for Risk Management

Tuesday, 12:30-14:00
Room: S14 (building: 101)

Session chair(s):
Ilkay Boduroglu (ilkay.boduroglu@riskoptima.com.tr)

The following abstracts have been submitted in this session:
3363. A Machine Learning Model for Options Traders that Predicts the Magnitude but not the Direction of Post-Earnings Stock Price Jumps Ilkay Boduroglu [R] - Turkey
accepted
3275. Creating Optimal Speculative Portfolios for 0-DTE (Zero-Days-To-Expire) SPY Options Yusufcan Ozkan [R] - Turkey
accepted
Ilkay Boduroglu [R] - Turkey
2838. Deep learning-based allocation for financial strategy replication in incomplete market. Johan Macq [R] - France
accepted
Yannick Malevergne [] - France
Marc Senneret [] - France
Patrice Abry [] - France
2638. Portfolio Optimization and Parameter Uncertainty Anton Vorobets [R] - Denmark
accepted