Supervised Machine Learning Classification for Short Straddles on the S&P500

Alexander Brunhuemer; Lukas Larcher; Philipp Seidl; Sascha Desmettre; Johannes Kofler; Gerhard Larcher

doi:10.3390/risks10120235

Supervised Machine Learning Classification for Short Straddles on the S&P500

Alexander Brunhuemer, Lukas Larcher, Philipp Seidl, Sascha Desmettre, Johannes Kofler, Gerhard Larcher

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	235
Number of pages	10
Journal	Risks
Volume	10
Issue number	12
DOIs	https://doi.org/10.3390/risks10120235
Publication status	Published - Dec 2022

Fields of science

101 Mathematics
101007 Financial mathematics
101019 Stochastics
101025 Number theory

JKU Focus areas

Digital Transformation

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10.3390/risks10120235

Cite this

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title = "Supervised Machine Learning Classification for Short Straddles on the S\&P500",

author = "Alexander Brunhuemer and Lukas Larcher and Philipp Seidl and Sascha Desmettre and Johannes Kofler and Gerhard Larcher",

year = "2022",

month = dec,

doi = "10.3390/risks10120235",

language = "English",

volume = "10",

journal = "Risks",

issn = "2227-9091",

number = "12",

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TY - JOUR

T1 - Supervised Machine Learning Classification for Short Straddles on the S&P500

AU - Brunhuemer, Alexander

AU - Larcher, Lukas

AU - Seidl, Philipp

AU - Desmettre, Sascha

AU - Kofler, Johannes

AU - Larcher, Gerhard

PY - 2022/12

Y1 - 2022/12

UR - https://www.scopus.com/pages/publications/85144728304

U2 - 10.3390/risks10120235

DO - 10.3390/risks10120235

M3 - Article

SN - 2227-9091

VL - 10

JO - Risks

JF - Risks

IS - 12

M1 - 235

ER -

Supervised Machine Learning Classification for Short Straddles on the S&P500

Fields of science

JKU Focus areas

Access to Document

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Cite this