Warty, Samir P.; Lopes, Hedibert F.; Polson, Nicholas G. Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns”. Reply to the discussions by Nalini Ravishanker and Refik Soyer. (English) Zbl 1396.62250 Appl. Stoch. Models Bus. Ind. 34, No. 4, 484-485 (2018). MSC: 62P05 62L12 62F15 91B70 60J75 PDFBibTeX XMLCite \textit{S. P. Warty} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 484--485 (2018; Zbl 1396.62250) Full Text: DOI
Warty, Samir P.; Lopes, Hedibert F.; Polson, Nicholas G. Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns. (English) Zbl 1396.62249 Appl. Stoch. Models Bus. Ind. 34, No. 4, 460-479 (2018). MSC: 62P05 62L12 62F15 91B70 60J75 PDFBibTeX XMLCite \textit{S. P. Warty} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 460--479 (2018; Zbl 1396.62249) Full Text: DOI
Heaton, J. B.; Polson, N. G.; Witte, J. H. Why indexing works. (English) Zbl 1420.91416 Appl. Stoch. Models Bus. Ind. 33, No. 6, 690-693 (2017). MSC: 91G10 PDFBibTeX XMLCite \textit{J. B. Heaton} et al., Appl. Stoch. Models Bus. Ind. 33, No. 6, 690--693 (2017; Zbl 1420.91416) Full Text: DOI arXiv
Heaton, James B.; Polson, Nicholas; Witte, Jan H. Rejoinder to “Deep learning for finance: deep portfolios”. (English) Zbl 1420.91414 Appl. Stoch. Models Bus. Ind. 33, No. 1, 19-21 (2017). MSC: 91G10 68T05 PDFBibTeX XMLCite \textit{J. B. Heaton} et al., Appl. Stoch. Models Bus. Ind. 33, No. 1, 19--21 (2017; Zbl 1420.91414) Full Text: DOI
Heaton, J. B.; Polson, N. G.; Witte, J. H. Deep learning for finance: deep portfolios. (English) Zbl 1420.91415 Appl. Stoch. Models Bus. Ind. 33, No. 1, 3-12 (2017). MSC: 91G10 68T05 PDFBibTeX XMLCite \textit{J. B. Heaton} et al., Appl. Stoch. Models Bus. Ind. 33, No. 1, 3--12 (2017; Zbl 1420.91415) Full Text: DOI arXiv
Gron, Anne; Jørgensen, Bjørn N.; Polson, Nicholas G. Optimal portfolio choice and stochastic volatility. (English) Zbl 1286.91126 Appl. Stoch. Models Bus. Ind. 28, No. 1, 1-15 (2012). MSC: 91G10 60H30 91B50 91G20 PDFBibTeX XMLCite \textit{A. Gron} et al., Appl. Stoch. Models Bus. Ind. 28, No. 1, 1--15 (2012; Zbl 1286.91126) Full Text: DOI
Polson, Nicholas G.; Sorensen, Morten A simulation-based approach to stochastic dynamic programming. (English) Zbl 1277.90144 Appl. Stoch. Models Bus. Ind. 27, No. 2, 151-163 (2011). MSC: 90C39 91B70 PDFBibTeX XMLCite \textit{N. G. Polson} and \textit{M. Sorensen}, Appl. Stoch. Models Bus. Ind. 27, No. 2, 151--163 (2011; Zbl 1277.90144) Full Text: DOI
Polson, Nicholas Discussion on ‘Adversarial risk analysis: Borel games’. (English) Zbl 1276.91010 Appl. Stoch. Models Bus. Ind. 27, No. 2, 89-91 (2011). MSC: 91A05 91A60 PDFBibTeX XMLCite \textit{N. Polson}, Appl. Stoch. Models Bus. Ind. 27, No. 2, 89--91 (2011; Zbl 1276.91010) Full Text: DOI