Deep learning algorithms for hedging with frictions
Xiaofei Shi, Daran Xu, Zhanhao Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Shi, Xiaofei ; Xu, Daran ; Zhang, Zhanhao |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 5.2023, 1, p. 113-147
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| Subject: | Deep learning | Portfolio optimization | Transaction costs | Transfer learning | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Transaktionskosten | Hedging | Theorie | Theory | Algorithmus | Algorithm | Lernen | Learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-023-00075-z [DOI] |
| Classification: | C63 - Computational Techniques ; G11 - Portfolio Choice ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014251570