Rejoinder to ‘Deep learning for finance: deep portfolios’

DOI10.1002/ASMB.2230MaRDI QIDQ4620181zbMATH OpenOpenAlexFDO

Authors James B. Heaton, J. H. Witte, Nicholas G. Polson

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.2230

zbMATH Keywords

Bayesdeep learningfinance

Mathematics Subject Classification ID

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

Cited in

(2)

• Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns
• Discussion of ‘Deep learning for finance: deep portfolios’

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