Book contents
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Towards Better Risk Intermediation
- Part III High Frequency Finance
- Part IV Advanced Optimization Techniques
- Part V New Frontiers for Stochastic Control in Finance
- 18 Introduction to Part V. Machine Learning and Applied Mathematics: a Game of Hide-and-Seek?
- 19 The Curse of Optimality, and How to Break it?
- 20 Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
- 21 Reinforcement Learning for Mean Field Games, with Applications to Economics
- 22 NeuralNetworks-Based Algorithms for Stochastic Control and PDEs in Finance
- 23 Generative Adversarial Networks: Some Analytical Perspectives
- Connections With The Real Economy
- Index
19 - The Curse of Optimality, and How to Break it?
from Part V - New Frontiers for Stochastic Control in Finance
Published online by Cambridge University Press: 12 May 2023
Book contents
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Towards Better Risk Intermediation
- Part III High Frequency Finance
- Part IV Advanced Optimization Techniques
- Part V New Frontiers for Stochastic Control in Finance
- 18 Introduction to Part V. Machine Learning and Applied Mathematics: a Game of Hide-and-Seek?
- 19 The Curse of Optimality, and How to Break it?
- 20 Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
- 21 Reinforcement Learning for Mean Field Games, with Applications to Economics
- 22 NeuralNetworks-Based Algorithms for Stochastic Control and PDEs in Finance
- 23 Generative Adversarial Networks: Some Analytical Perspectives
- Connections With The Real Economy
- Index
Summary
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Chapter
- Information
- Machine Learning and Data Sciences for Financial MarketsA Guide to Contemporary Practices, pp. 354 - 368Publisher: Cambridge University PressPrint publication year: 2023