From Deep Learning to Deep Econometrics.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 54, doi. 10.3905/jfds.2024.1.155
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- Publication type:
- Article
Works matching IS 26403943 AND DT 2024 AND VI 6 AND IP 2
Results: 9
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Portfolio Optimization under Ambiguity Aversion Using Deep Learning, Machine Learning, and Time Series.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 132, doi. 10.3905/jfds.2024.1.150
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- Publication type:
- Article
3
Utilizing Vestly, a Stock Trading Game, to Create a Competitive Alternative Data Strategy.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 116, doi. 10.3905/jfds.2024.1.152
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- Publication type:
- Article
4
Few-Shot Learning Patterns in Financial Time Series for Trend-Following Strategies.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 88, doi. 10.3905/jfds.2024.1.157
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- Publication type:
- Article
5
Predicting Stock Prices Using Neural Models Based on Financial Textual Information.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 74, doi. 10.3905/jfds.2024.1.153
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- Publication type:
- Article
6
Option-Based Portfolio Insurance over a Rolling Window: Introduction and Derivation by Reinforcement Learning.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 148, doi. 10.3905/jfds.2024.1.151
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- Publication type:
- Article
7
Hierarchical Risk Budgeting.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 35, doi. 10.3905/jfds.2024.1.156
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- Publication type:
- Article
8
Interpretable Supervised Portfolios.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 10, doi. 10.3905/jfds.2024.1.154
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- Publication type:
- Article
9
Managing Editor's Letter.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 1, doi. 10.3905/jfds.2024.6.2.001
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- Publication type:
- Article