Machine learning for continuous-time finance
Victor Duarte, Diogo Duarte, Dejanir H. Silva
| Year of publication: |
2024
|
|---|---|
| Authors: | Duarte, Victor ; Duarte, Diogo ; Silva, Dejanir H. |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 37.2024, 11, p. 3217-3271
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| Subject: | Zustandsraummodell | State space model | Algorithmus | Algorithm | Neuronale Netze | Neural networks | Maschinelles Lernen | Machine learning | Nichtlineare Dynamik | Nonlinear dynamics | Kapitalmarkttheorie | Capital market theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Unternehmensfinanzierung | Corporate finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhae043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015359477