Machine learning with kernels for portfolio valuation and risk management
Lotfi Boudabsa, Damir Filipović
| Year of publication: |
2022
|
|---|---|
| Authors: | Boudabsa, Lotfi ; Filipović, Damir |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 26.2022, 2, p. 131-172
|
| Subject: | Dynamic portfolio valuation | Kernel ridge regression | Learning theory | Portfolio risk management | Reproducing kernel Hilbert space | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-021-00465-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013197507