SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
Tattes
Topic Author
Posts: 1
Joined: June 4th, 2019, 7:57 pm

Risk article on JPM ML hedging at scale

June 4th, 2019, 8:08 pm

Hi all,

Any views on this piece?
https://www.risk.net/derivatives/669169 ... ns-hedging

Thanks
 
User avatar
bearish
Posts: 4631
Joined: February 3rd, 2011, 2:19 pm

Re: Risk article on JPM ML hedging at scale

June 5th, 2019, 1:29 am

Umm. A nagging problem is that the article is behind a pay wall.
 
User avatar
FaridMoussaoui
Posts: 370
Joined: June 20th, 2008, 10:05 am

Re: Risk article on JPM ML hedging at scale

June 5th, 2019, 11:02 am

The risk.net is "only" a commentary about the JPM model. The original article is here: https://arxiv.org/abs/1802.03042
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On