Pages that link to "Item:Q6054448"
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The following pages link to Deep empirical risk minimization in finance: Looking into the future (Q6054448):
Displaying 8 items.
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- Deep calibration of financial models: turning theory into practice (Q2165392) (← links)
- Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509) (← links)
- Discussion of ‘Deep learning for finance: deep portfolios’ (Q4620180) (← links)
- Quant GANs: deep generation of financial time series (Q5139243) (← links)
- A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (Q6557366) (← links)