Discussion of ‘Deep learning for finance: deep portfolios’

DOI10.1002/ASMB.2223MaRDI QIDQ4620179zbMATH OpenOpenAlexFDO

Authors Catherine S. Forbes, Worapree Maneesoonthorn

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

jumpsrisk-return tradeofftransaction costsvolatility clustering

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’

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