Boursin, Nicolas; Remlinger, Carl; Mikael, Joseph - In: Risks : open access journal 11 (2023) 1, pp. 1-18
Four deep generative methods for time series are studied on commodity markets and compared with classical probabilistic models. The lack of data in the case of deep hedgers is a common flaw, which deep generative methods seek to address. In the specific case of commodities, it turns out that...
