Credible Asset Allocation, Optimal Transport Methods, and Related Topics (eBook, PDF)
eBook, PDF

Credible Asset Allocation, Optimal Transport Methods, and Related Topics (eBook, PDF)

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This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics-when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics ...

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