Robust Utility Optimization via a GAN Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Krach, Florian, Teichmann, Josef, Wutte, Hanna
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Machine Learning Mathematical Finance Portfolio Management 91-08, 68T07, 91G10, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.15243