Works matching IS 26403943 AND DT 2024 AND VI 6 AND IP 3
Results: 9
Default Risk Model Using Conditional Generative Adversarial Net by High-Dimensional Financial Time-Series Generation.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 182, doi. 10.3905/jfds.2024.1.162
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- Article
Smart Deep Learning Calibration of the SABR Model.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 147, doi. 10.3905/jfds.2024.1.159
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- Article
Predicting Credit Outlook of Banking and Nonbanking Finance Companies: A Comparative Analysis of Machine Learning Models.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 214, doi. 10.3905/jfds.2024.1.158
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- Article
Tail Recovery.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 115, doi. 10.3905/jfds.2024.1.160
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- Article
A Deterministic Policy Gradient Method for Order Execution and Option Hedging in the Presence of Market Impact.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 81, doi. 10.3905/jfds.2024.1.164
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- Article
Machine Learning Applications for the Valuation of Options on Non-Liquid Option Markets.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 57, doi. 10.3905/jfds.2024.1.165
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- Article
Regime-Aware Factor Allocation with Optimal Feature Selection.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 10, doi. 10.3905/jfds.2024.1.163
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- Article
Reinforcement Learning Techniques for Stock Trading: A Survey of Current Research.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 38, doi. 10.3905/jfds.2024.1.161
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- Article
Managing Editor's Letter.
- Published in:
- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 1, doi. 10.3905/jfds.2024.6.3.001
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- Publication type:
- Article