Editors' foreword
From MaRDI portal
Publication:5234367
DOI10.1080/14697688.2019.1638160zbMath1422.00018OpenAlexW4234833448MaRDI QIDQ5234367
No author found.
Publication date: 26 September 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2019.1638160
Numerical methods (including Monte Carlo methods) (91G60) Learning and adaptive systems in artificial intelligence (68T05) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Cites Work
- Systemic losses due to counterparty risk in a stylized banking system
- Network-based marketing: identifying likely adopters via consumer networks
- Markov logic networks
- Automated trading with boosting and expert weighting
- Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model?
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