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Deep hedging 1 Erdgas 1 Gas industry 1 Gas storage 1 Gaswirtschaft 1 Hedging 1 Lager 1 Lagermanagement 1 Least-squares Monte-Carlo 1 Mathematical programming 1 Mathematische Optimierung 1 Natural gas 1 Optimization 1 Quantitative risk management 1 Risikomanagement 1 Risk management 1 Storage facility 1 Theorie 1 Theory 1 Warehouse management 1
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Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Curin, Nicolas 1 Kettler, Michael 1 Kleisinger-Yu, Xi 1 Komaric, Vlatka 1 Krabichler, Thomas 1 Teichmann, Josef 1 Wutte, Hanna 1
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Decisions in economics and finance : a journal of applied mathematics 1
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ECONIS (ZBW) 1
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A deep learning model for gas storage optimization
Curin, Nicolas; Kettler, Michael; Kleisinger-Yu, Xi; … - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 1021-1037
Persistent link: https://www.econbiz.de/10012795104
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