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Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050
Persistent link: https://www.econbiz.de/10012262961
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Deep hedging
Buehler, Hans; Gonon, Lukas; Teichmann, Josef; Wood, Ben - In: Quantitative finance 19 (2019) 8, pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
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What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed; Xu, Ziyun; Lee, Chi-Guhn - In: Quantitative finance 22 (2022) 6, pp. 1091-1111
Persistent link: https://www.econbiz.de/10013367887
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The reinforcement learning Kelly strategy
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Quantitative finance 22 (2022) 8, pp. 1445-1464
Persistent link: https://www.econbiz.de/10013367919
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Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.; Lewis, Michael J. - In: Quantitative finance 19 (2019) 9, pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
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Learning the dynamics of technical trading strategies
Murphy, N. J.; Gebbie, T. J. - In: Quantitative finance 21 (2021) 8, pp. 1325-1349
Persistent link: https://www.econbiz.de/10012608650
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The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios
Halperin, Igor - In: Quantitative finance 19 (2019) 9, pp. 1543-1553
Persistent link: https://www.econbiz.de/10012194805
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Estimation risk and the implicit value of index-tracking
Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed - In: Quantitative finance 22 (2022) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
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Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei - In: Quantitative finance 22 (2022) 2, pp. 333-347
Persistent link: https://www.econbiz.de/10013167753
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Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.; Brzyski, Damian; Bogdan, Małgorzata; … - In: Quantitative finance 22 (2022) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10013167757