Stock market bubbles fascinate researchers because bubbles have major implications for market efficiency, but their existence is disputed. This book evaluates academic research and other analysis…
Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast,…
To cope with the negative oil futures price caused by the Covid-19 recession, global commodity futures exchanges switched the option model from Black-Scholes to Bachelier in April 2020. This study…
