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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, 12:30-14:00Room: S14 (building: 101)
Session chair(s): |
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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 | ||