Gradient boosting for quantitative finance
Jesse Davis, Laurens Devos, Sofie Reyners and Wim Schoutens
| Year of publication: |
2021
|
|---|---|
| Authors: | Davis, Jesse ; Devos, Laurens ; Reyners, Sofie ; Schoutens, Wim |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 24.2021, 4, p. 1-40
|
| Subject: | machine learning | regression trees | derivatives pricing | exotic options | computation time | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Derivat | Derivative | Optionsgeschäft | Option trading | Regressionsanalyse | Regression analysis | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2020.403 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012544161