Discussion of ‘Deep learning for finance: deep portfolios’

Catherine S. Forbes, Worapree Maneesoonthorn

Research output: Contribution to journalComment / DebateOtherpeer-review

4 Citations (Scopus)
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

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