Generative adversarial networks in asset pricing
Turyshev, Arsenii (A.A. 2019/2020) Generative adversarial networks in asset pricing. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 51. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. CAPM and empirical tests. Operating in a multidimensional characteristic space. Deep learning for constrained SDF construction. Generative adversarial networks. Regularized GAN optimazation.
References
Bibliografia: pp. 29-32.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Carlini, Federico |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Jan 2021 08:38 |
| Last Modified: | 22 Jan 2021 08:38 |
| URI: | https://tesi.luiss.it/id/eprint/28157 |
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