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A case study for unlocking the potential of deep learning in asset-liability-management

The extensive application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key notions of Deep Asset-Liability-Management (“Deep ALM”) for a technological transformation in the management of assets and liabilities along...

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Detalles Bibliográficos
Autores principales: Krabichler, Thomas, Teichmann, Josef
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10239836/
https://www.ncbi.nlm.nih.gov/pubmed/37284585
http://dx.doi.org/10.3389/frai.2023.1177702