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Deep impulse control: application to interest rate intervention - MaRDI portal

Deep impulse control: application to interest rate intervention

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Publication:6546315

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DOI10.1080/14697688.2024.2305152zbMath1537.91338MaRDI QIDQ6546315

Hoi Ying Wong, Bowen Jia

Publication date: 29 May 2024

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

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30) Impulsive control/observation systems (93C27)

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