EURO-Online login
- New to EURO? Create an account
- I forgot my username and/or my password.
- Help with cookies
(important for IE8 users)
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): |
|
| 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 | ||