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- W4287669578 abstract "To the best of our knowledge, the 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 a whole term structure. The approach has a profound impact on a wide range of applications such as optimal decision making for treasurers, optimal procurement of commodities or the optimisation of hydroelectric power plants. As a by-product, intriguing aspects of goal-based investing or Asset Liability Management (ALM) in abstract terms concerning urgent challenges of our society are expected alongside. We illustrate the potential of the approach in a stylised case." @default.
- W4287669578 created "2022-07-25" @default.
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- W4287669578 date "2020-09-10" @default.
- W4287669578 modified "2023-09-27" @default.
- W4287669578 title "Deep Replication of a Runoff Portfolio" @default.
- W4287669578 doi "https://doi.org/10.48550/arxiv.2009.05034" @default.
- W4287669578 hasPublicationYear "2020" @default.
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