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 |
Metalearning of time series: an approximate dynamic programming approach
Ricardo A. Collado, Germán G. Creamer
Research output: Contribution to journal › Article › peer-review