In this contribution we consider a genetic programming approach to price rainfall derivatives and we test it on a case study based on data collected from a meteorological station in a city in the northeast region of Friuli Venezia Giulia (Italy), characterized by a fairly abundant rainfall.
Pricing Rainfall Derivatives by Genetic Programming: A Case Study
Barro, Diana;Parpinel, Francesca;Pizzi, Claudio
2022-01-01
Abstract
In this contribution we consider a genetic programming approach to price rainfall derivatives and we test it on a case study based on data collected from a meteorological station in a city in the northeast region of Friuli Venezia Giulia (Italy), characterized by a fairly abundant rainfall.
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