The application of machine learning in dynamic currency hedging

Research unit

INNOSUISSE

Project number

33304.1 IP-ICT

Project title

The application of machine learning in dynamic currency hedging

Texts for this project

	German	French	Italian	English
Short description		-	-
Abstract		-	-	-

Category	Text
Short description (German)	The application of machine learning in dynamic currency hedging
Short description (English)	The application of machine learning in dynamic currency hedging
Abstract (German)	Machine learning techniques allow for the inclusion of vast amounts of data and detection of relationships between variables. This project leverages on such advances to develop a traceable and automated model of dynamic currency hedging which can generate stable returns for institutional clients.