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Deep learning, predictability, and optimal portfolio returns
Babiak, Mykola; Baruník, Jozef - 2020
Persistent link: https://www.econbiz.de/10012542701
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Artificial intelligence in asset management
Bartram, Söhnke M.; Branke, Jürgen; Motahari, Mehrshad - 2020 - This revision 01 April 2020
Persistent link: https://www.econbiz.de/10012217351
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Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing - In: Quantitative finance 20 (2020) 8, pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
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Neural network embedding of the over-dispersed Poisson reserving model
Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012195016
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Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
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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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Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej; Sakowski, Paweł - 2022
Persistent link: https://www.econbiz.de/10013473216
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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub; Sakowski, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448222
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Deep learning for discrete-time hedging in incomplete markets
Fecamp, Simon; Mikael, Joseph; Warin, Xavier - In: The journal of computational finance 25 (2021) 2, pp. 51-85
Persistent link: https://www.econbiz.de/10012938887
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Performance functions and reinforcement learning for trading systems and portfolios
Moody, John (contributor) - In: Journal of forecasting 17 (1998) 5/6, pp. 441-470
Persistent link: https://www.econbiz.de/10001363237