Deep learning for finance: deep portfolios

DOI10.1002/asmb.2209zbMath1420.91415arXiv1602.06561OpenAlexW2586702902MaRDI QIDQ4620178

Jan Hendrik Witte, James B. Heaton, Nicholas G. Polson

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.06561

zbMATH Keywords

asset pricingartificial intelligencefinancevolatilitymachine learningbig datadeep learningdeep frontier

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

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