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~person:"Filipović, Damir"
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Ensemble Learning for
Portfolio
Valuation
and Risk Management
Boudabsa, Lotfi
;
Filipović, Damir
-
2022
We introduce an ensemble learning method for dynamic
portfolio
valuation
and risk management building on regression …
Persistent link: https://www.econbiz.de/10013192065
Saved in:
2
Machine learning with kernels for
portfolio
valuation
and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
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