A deep learning model for gas storage optimization (Q2064630)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A deep learning model for gas storage optimization
scientific article

    Statements

    A deep learning model for gas storage optimization (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    6 January 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    deep hedging
    0 references
    gas storage
    0 references
    least-squares Monte-Carlo
    0 references
    optimization
    0 references
    quantitative risk management
    0 references
    0 references
    0 references