A general machine learning framework of real-time evaluation for financial derivatives portfolios
Crossref DOI link: https://doi.org/10.1007/s11147-025-09216-5
Published Online: 2025-06-08
Published Print: 2025-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Liangliang
Tian, Ruyan
Yang, Qing
Ye, Tingting
Funding for this research was provided by:
National Social Science Fund of China (23BJY117)
Text and Data Mining valid from 2025-06-08
Version of Record valid from 2025-06-08
Article History
Accepted: 20 April 2025
First Online: 8 June 2025