Abstract
A new approximate dynamic programming algorithm applied to time series forecasting.
Original language | English |
---|---|
Pages (from-to) | 539-551 |
Number of pages | 13 |
Journal | Quantitative Finance |
Volume | 23 |
Issue number | 4 |
DOIs | |
State | Published - 2023 |
Ricardo A. Collado, Germán G. Creamer
Research output: Contribution to journal › Article › peer-review
A new approximate dynamic programming algorithm applied to time series forecasting.
Original language | English |
---|---|
Pages (from-to) | 539-551 |
Number of pages | 13 |
Journal | Quantitative Finance |
Volume | 23 |
Issue number | 4 |
DOIs | |
State | Published - 2023 |