Terra Cognita

A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2023

Andrew Papanicolaou, Hao Fu, Prashanth Krishnamurthy, Farshad Khorrami

arXiv preprint (q-fin.CP).

Source ↗

ABSTRACT · 0.0 MB · sha256 483e3bca49f4…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.