Bayesian Deep Learning for Commodity Price Forecasting: Applications to Steel Procurement and Hedging Strategies

This code is released as a scientific companion to the paper:

Devetak, Davide and Scuor, Nicola, Bayesian Deep Learning for Commodity Price Forecasting: Applications to Steel Procurement and Hedging Strategies (August 20, 2025). Available at SSRN: https://ssrn.com/abstract=5401416 or http://dx.doi.org/10.2139/ssrn.5401416

Citation

@article{devetak2025bayesian, title={Bayesian Deep Learning for Commodity Price Forecasting: Applications to Steel Procurement and Hedging Strategies}, author={Devetak, Davide and Scuor, Nicola}, journal={Available at SSRN 5401416}, year={2025} }