We study neural networks as nonparametric estimation tools for the hedging of options. To this end, we design a network, named HedgeNet, that directly outputs strategy. This network is trained to minimise error instead pricing error. Applied end-of-day and tick prices S&P 500 Euro Stoxx 50 options, able reduce mean squared Black-Scholes benchmark significantly. However, similar benefit arises b...

The QAP approach has been extended from the analysis of bivariate correlations to multiple regressions, and is assuming the “workhorse” role for social network analysis analogous to that played by the OLS linear regression for non-network analysis. But there are severe limitations to current implementations, namely the restriction to one group at a time, and to linear regressions. Contemporary ...