Pricing Weather Derivatives: A Time Series Neural Network Approach

Hening-Tallarico, Marco, Olivares, Pablo

Nov-18-2024–arXiv.org Machine Learning

The objective of the paper is to price weather derivative contracts based on temperature and precipitation as underlying climate variables.

artificial intelligence, contract, machine learning, (15 more...)

arXiv.org Machine Learning

Nov-18-2024

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- Information Technology > Artificial Intelligence > Machine Learning > Neural Networks > Deep Learning (0.47)