The application of machine learning in dynamic currency hedging

• Unité de recherche: INNOSUISSE
• Numéro de projet: 33304.1 IP-ICT
• Titre du projet anglais: The application of machine learning in dynamic currency hedging

Description succincte (Allemand)

The application of machine learning in dynamic currency hedging

Description succincte (Anglais)

The application of machine learning in dynamic currency hedging

Résumé des résultats (Abstract) (Allemand)

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.