A deep learning model for gas storage optimization
Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann, Hanna Wutte
| Year of publication: |
2021
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|---|---|
| Authors: | Curin, Nicolas ; Kettler, Michael ; Kleisinger-Yu, Xi ; Komaric, Vlatka ; Krabichler, Thomas ; Teichmann, Josef ; Wutte, Hanna |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 2, p. 1021-1037
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| Subject: | Deep hedging | Gas storage | Least-squares Monte-Carlo | Optimization | Quantitative risk management | Risikomanagement | Risk management | Hedging | Theorie | Theory | Lager | Storage facility | Erdgas | Natural gas | Mathematische Optimierung | Mathematical programming | Lagermanagement | Warehouse management | Gaswirtschaft | Gas industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00363-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012795104