Machine learning with kernels for portfolio valuation and risk management
Crossref DOI link: https://doi.org/10.1007/s00780-021-00465-4
Published Online: 2021-11-22
Published Print: 2022-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Boudabsa, Lotfi
Filipović, Damir
Text and Data Mining valid from 2021-11-22
Version of Record valid from 2021-11-22
Article History
Received: 15 January 2020
Accepted: 3 August 2021
First Online: 22 November 2021