A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432)

From MaRDI portal
scientific article; zbMATH DE number 7743085
Language Label Description Also known as
English
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems
scientific article; zbMATH DE number 7743085

    Statements

    A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (English)
    0 references
    0 references
    0 references
    28 September 2023
    0 references
    dimensionality reduction
    0 references
    nested Monte Carlo
    0 references
    neural networks
    0 references
    replicating portfolios
    0 references
    solvency capital
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references