Home

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Year
2022
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/A%20machine%20learning%20approach%20to%20portfolio%20pricing%20and%20risk%20management%20for%20high-dimensional%20problems.pdf
Download
https://mega.co.nz/#!zfxDCb4R!70tQqhA2KZ4iKug-S-g4of1ZDN3duA7KWzuQZgEum_U
Abstract
Mathematical Finance, Volume 32, Issue 4, Page 982-1019, October 2022.
Author
Lucio Fernandez-Arjona and Damir Filipovi{\'{c}}
View
https://sci-hub.st/10.1111/mafi.12358
Journal
https://arxiv.org/abs/2004.14149
Published
2022/09/14
Retrieved
2022/09/15 14:15
DOI
10.1111/mafi.12358
TOP