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Deep empirical risk minimization in finance: Looking into the future - MaRDI portal

Deep empirical risk minimization in finance: Looking into the future (Q6054448)

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scientific article; zbMATH DE number 7743098
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English
Deep empirical risk minimization in finance: Looking into the future
scientific article; zbMATH DE number 7743098

    Statements

    title
    Deep empirical risk minimization in finance: Looking into the future (English)
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    author
    Q6054447
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    Halil Mete Soner
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    publication date
    28 September 2023
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    zbMATH Keywords
    bias-variance trade-off
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    deep learning
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    dynamic hedging
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    ERM
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    overlearning
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    cites work
    Deep optimal stopping
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    Q4257216
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    Deep hedging
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    Q2703816
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    Q4626279
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    Identifiers

    arXiv ID
    2011.09349
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    DOI
    10.1111/mafi.12365
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    Mathematics Subject Classification ID
    91G60
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    65C05
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    49N35
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    zbMATH DE Number
    7743098
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    OpenAlex ID
    W4309468392
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