Metalearning of time series: an approximate dynamic programming approach

DOI10.1080/14697688.2022.2161408zbMath1519.91242OpenAlexW4319836365MaRDI QIDQ6158419

Ricardo A. Collado, Germán G. Creamer

Publication date: 20 June 2023

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2161408

zbMATH Keywords

dynamic programmingtime seriesmetalearning

Mathematics Subject Classification ID

Dynamic programming (90C39) Financial markets (91G15)

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