Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices

This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to diversification activity not on the level of single assets but on the level of ensemble algorithmic investment strategies...

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Veröffentlicht in:	arXiv.org 2023-09
Hauptverfasser:	Michańków, Jakub, Sakowski, Paweł, Ślepaczuk, Robert
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Autoregressive models Commodities Digital currencies Investment strategy
Online-Zugang:	Volltext
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