Discussion of ‘Deep learning for finance: deep portfolios’

Catherine S. Forbes; Worapree Maneesoonthorn

doi:10.1002/asmb.2223

Discussion of ‘Deep learning for finance: deep portfolios’

Catherine S. Forbes, Worapree Maneesoonthorn

Econometrics & Business Statistics

Research output: Contribution to journal › Comment / Debate › Other › peer-review

4 Citations (Scopus)

Original language	English
Pages (from-to)	13-15
Number of pages	3
Journal	Applied Stochastic Models in Business and Industry
Volume	33
Issue number	1
DOIs	https://doi.org/10.1002/asmb.2223
Publication status	Published - 1 Jan 2017

Keywords

jumps
risk-return tradeoff
transaction costs
volatility clustering

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10.1002/asmb.2223

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title = "Discussion of {\textquoteleft}Deep learning for finance: deep portfolios{\textquoteright}",

keywords = "jumps, risk-return tradeoff, transaction costs, volatility clustering",

author = "Forbes, {Catherine S.} and Worapree Maneesoonthorn",

year = "2017",

month = jan,

day = "1",

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",

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T1 - Discussion of ‘Deep learning for finance

T2 - deep portfolios’

AU - Forbes, Catherine S.

AU - Maneesoonthorn, Worapree

PY - 2017/1/1

Y1 - 2017/1/1

KW - jumps

KW - risk-return tradeoff

KW - transaction costs

KW - volatility clustering

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U2 - 10.1002/asmb.2223

DO - 10.1002/asmb.2223

M3 - Comment / Debate

AN - SCOPUS:85012917830

SN - 1526-4025

VL - 33

SP - 13

EP - 15

JO - Applied Stochastic Models in Business and Industry

JF - Applied Stochastic Models in Business and Industry

IS - 1

ER -

Discussion of ‘Deep learning for finance: deep portfolios’

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Approximate Bayesian computation in state space models

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Discussion of ‘Deep learning for finance: deep portfolios’

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Approximate Bayesian computation in state space models

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