Rejoinder to ‘Deep learning for finance: deep portfolios’

DOI10.1002/ASMB.2230zbMath1420.91414OpenAlexW2588669619MaRDI QIDQ4620181

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://doi.org/10.1002/asmb.2230

zbMATH Keywords

Bayesfinancedeep learning

Mathematics Subject Classification ID

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

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