Machine learning-based dynamic risk measurement for white sugar futures under geopolitical risks
Zihao Qiu; Siyu Chen; Zixin Feng; Ruitong Luo; Zhiwei Wang · 2025 · Frontiers in Physics
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
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Abstract
Futures, as significant financial derivatives, play a crucial role in financial markets by fulfilling price discovery functions and providing efficient risk hedging tools. Against the backdrop of geopolitical conflicts, market risk emerges not only from external shocks and random fluctuations but also from strategic interactions among diverse participants including hedgers, speculators, arbitrageurs, and regulators. This study integrates traditional VaR theory with machine learning methods to systematically examine risk characteristics and transmission mechanisms in the sugar futures market un
Abstract by Zihao Qiu; Siyu Chen; Zixin Feng; Ruitong Luo; Zhiwei Wang, Frontiers in Physics (2025) — licensed CC BY 4.0.
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Metadata source: DOAJ · DOI 10.3389/fphy.2025.1674717