A deep learning algorithm for optimal investment strategies under Merton's framework (Q5066183)
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scientific article; zbMATH DE number 7499615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A deep learning algorithm for optimal investment strategies under Merton's framework |
scientific article; zbMATH DE number 7499615 |
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29 March 2022
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Merton problem
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optimal investment
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deep learning algorithm
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deep Galerkin method
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0.8270217180252075
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0.8107001185417175
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0.7684541344642639
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0.7677913904190063
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