Portfolio optimization with feedback strategies based on artificial neural networks
Yaacov Kopeliovich, Michael Pokojovy
| Year of publication: |
2024
|
|---|---|
| Authors: | Kopeliovich, Yaacov ; Pokojovy, Michael |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 2, Art.-No. 106185, p. 1-8
|
| Subject: | Artificial neural networks | Asset allocation | Deep learning | Empirical risk minimization | Heston model | Merton problem | Stochastic volatility | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106185 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015191872