Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks
Year of publication: |
2020
|
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Authors: | Lezmi, Edmond ; Roche, Jules ; Roncalli, Thierry ; Xu, Jiali |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (72 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 7, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3645473 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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