Discussion of ‘Deep learning for finance: deep portfolios’

DOI10.1002/ASMB.2223zbMATH Open1420.91411OpenAlexW2589075168MaRDI QIDQ4620179FDOQ4620179

Worapree Maneesoonthorn, Catherine S. Forbes

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2223

zbMATH Keywords

jumpstransaction costsvolatility clusteringrisk-return tradeoff

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

Cited In (1)

• Discussion of ‘Deep learning for finance: deep portfolios’

This page was built for publication: Discussion of ‘Deep learning for finance: deep portfolios’

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4620179)