Metalearning of time series: an approximate dynamic programming approach

Ricardo A. Collado; Germán G. Creamer

doi:10.1080/14697688.2022.2161408

Metalearning of time series: an approximate dynamic programming approach

Ricardo A. Collado
, Germán G. Creamer

Stevens Institute of Technology

Research output: Contribution to journal › Article › peer-review

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	https://doi.org/10.1080/14697688.2022.2161408
State	Published - 2023

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title = "Metalearning of time series: an approximate dynamic programming approach",

abstract = "A new approximate dynamic programming algorithm applied to time series forecasting.",

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year = "2023",

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language = "English",

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VL - 23

SP - 539

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JO - Quantitative Finance

JF - Quantitative Finance

IS - 4

ER -

Metalearning of time series: an approximate dynamic programming approach

Abstract

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