Machine learning with kernels for portfolio valuation and risk management (Q2120539)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning with kernels for portfolio valuation and risk management |
scientific article |
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Machine learning with kernels for portfolio valuation and risk management (English)
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1 April 2022
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dynamic portfolio valuation
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kernel ridge regression
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learning theory
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reproducing kernel Hilbert space
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portfolio risk management
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