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Deep Learning for Liability-Driven Investment
Deep Learning for Liability-Driven Investment The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep ...Description: The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep learning and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven Investment (LDI).
Hide- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments