Stochastic Portfolio Theory: A Machine Learning Perspective

9 May 2016

Papers citing "Stochastic Portfolio Theory: A Machine Learning Perspective"

3 / 3 papers shown

Title
A generative adversarial network approach to calibration of local stochastic volatility models Christa Cuchiero Wahid Khosrawi Josef Teichmann GAN 173 69 0 05 May 2020
Active and Passive Portfolio Management with Latent Factors A. Al-Aradi S. Jaimungal AIFin 45 14 0 16 Mar 2019
String and Membrane Gaussian Processes Yves-Laurent Kom Samo Stephen J. Roberts 85 18 0 24 Jul 2015