Discussion of ‘Deep learning for finance: deep portfolios’

DOI10.1002/ASMB.2228MaRDI QIDQ4620180zbMATH OpenOpenAlexFDO

Authors Vadim Sokolov

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.2228

Mathematics Subject Classification ID

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

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Cited in

(3)

• Discussion of :``Multivariate generalized hyperbolic laws for modeling financial log-returns -- empirical and theoretical considerations
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• Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns

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