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)

Recommendations

• Discussion of ‘Deep learning for finance: deep portfolios’
• Deep learning for finance: deep portfolios
• Rejoinder to ‘Deep learning for finance: deep portfolios’
• Deep learning for CVA computations of large portfolios of financial derivatives
• Deep empirical risk minimization in finance: Looking into the future
• Machine learning in finance. From theory to practice
• Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns

Cited in

(3)

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

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 Q4620180)