Machine Learning for Continuous-Time Finance Article

Duarte, Victor, Duarte, Diogo, Silva, Dejanir. (2018). Machine Learning for Continuous-Time Finance .

cited authors

  • Duarte, Victor; Duarte, Diogo; Silva, Dejanir

authors

publication date

  • April 26, 2018

keywords

  • Asset Pricing
  • Corporate Finance
  • Dynamic Programming
  • Machine Learning
  • Portfolio Choice