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Journal of forecasting
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Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
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Performance Functions and Reinforcement Learning for Trading Systems and Portfolios
Moody, J.
;
Wu, L.
;
Liao, Y.
;
Saffell, M.
- In:
Journal of forecasting
17
(
1998
)
5-6
,
pp. 441-470
Persistent link: https://www.econbiz.de/10006916653
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