Fathi Abid | DeepAI

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Featured Co-authors

Wafa Abdelmalek
2 publications
Sana Ben Hamida
2 publications

research

∙ 06/29/2020

Dynamic Hedging using Generated Genetic Programming Implied Volatility Models

The purpose of this paper is to improve the accuracy of dynamic hedging ...

0 Fathi Abid, et al. ∙

research

∙ 06/29/2020

Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility

Volatility is a key variable in option pricing, trading and hedging stra...

0 Sana Ben Hamida, et al. ∙