Factors for Forecasting
Summary of Research Papers
https://www.sciencedirect.com/science/article/pii/S0140988317303869
- More oil trading during crisis times; more calendar spread, natural gas and coal trading during non-crisis times
- Prof. Dr. Marliese Uhrig-Homburg, chair for financial engineering and derivatives for dz bank
- Matin Hain, quant analyst, https://www.linkedin.com/in/martin-hain-8191b8136/
- Julian Hess, glencore energy analyst, https://www.linkedin.com/in/analyse/?locale=en_US
AlphaEvolve: A Learning Framework to Discover Novel Alphas in Quantitative Investment
- Traditional ML alpha-mining model only involve +-*/, but AutoML-Zero also use vector/matrix operations
An Energy Market Modeling Approach for Valuing Real Options
- Nils Unger, 10 years global macro PM, goldman commodity derivatives quant, https://www.linkedin.com/in/nils-unger-0480b293/
Modelling Jumps in Electricity Prices: Theory and Empirical Evidence
- Jan Seifert, 16 years RWE energy trader
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