Discussion of ‘Deep learning for finance: deep portfolios’

Catherine S. Forbes, Worapree Maneesoonthorn

Research output: Contribution to journalComment / DebateOtherpeer-review

Original languageEnglish
Pages (from-to)13-15
Number of pages3
JournalApplied Stochastic Models in Business and Industry
Volume33
Issue number1
DOIs
Publication statusPublished - 1 Jan 2017

Keywords

  • jumps
  • risk-return tradeoff
  • transaction costs
  • volatility clustering

Cite this

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title = "Discussion of ‘Deep learning for finance: deep portfolios’",
keywords = "jumps, risk-return tradeoff, transaction costs, volatility clustering",
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year = "2017",
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doi = "10.1002/asmb.2223",
language = "English",
volume = "33",
pages = "13--15",
journal = "Applied Stochastic Models in Business and Industry",
issn = "1526-4025",
publisher = "John Wiley & Sons",
number = "1",

}

Discussion of ‘Deep learning for finance : deep portfolios’. / Forbes, Catherine S.; Maneesoonthorn, Worapree.

In: Applied Stochastic Models in Business and Industry, Vol. 33, No. 1, 01.01.2017, p. 13-15.

Research output: Contribution to journalComment / DebateOtherpeer-review

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AU - Maneesoonthorn, Worapree

PY - 2017/1/1

Y1 - 2017/1/1

KW - jumps

KW - risk-return tradeoff

KW - transaction costs

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U2 - 10.1002/asmb.2223

DO - 10.1002/asmb.2223

M3 - Comment / Debate

AN - SCOPUS:85012917830

VL - 33

SP - 13

EP - 15

JO - Applied Stochastic Models in Business and Industry

JF - Applied Stochastic Models in Business and Industry

SN - 1526-4025

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