Reinforcement learning and mortgage partial prepayment behavior
Yongheng Deng, Quanlin Gu, Jia He
| Year of publication: |
2021
|
|---|---|
| Authors: | Deng, Yongheng ; Gu, Quanlin ; He, Jia |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-21
|
| Subject: | Learning by doing | Mortgage partial prepayment | Recency | Reinforcement learning | Hypothek | Mortgage | Lernprozess | Learning process | Lernen | Learning | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101378 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332755