J. H. Witte

Deep learning for finance: deep portfolios

J.B. Heaton, Nick Polson, J. H. Witte · Applied Stochastic Models in Business and Industry · 2016 · 634 citations

Financial Analytics, Deep Neural Networks, Machine Learning +14

Deep Learning in Finance

J.B. Heaton, Nicholas G. Polson, J. H. Witte · arXiv (Cornell University) · 2016 · 53 citations · Full text

Recurrent Neural Network, Engineering, Machine Learning +13

Why indexing works

J.B. Heaton, Nick Polson, J. H. Witte · Applied Stochastic Models in Business and Industry · 2017 · 22 citations

Benchmark Index, Information Retrieval, Asset Pricing +14

The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options

Sam Howison, Christoph Reisinger, J. H. Witte · SIAM Journal on Financial Mathematics · 2013 · 17 citations

Mathematical Programming, Engineering, Variational Analysis +18

Deep Portfolio Theory

J.B. Heaton, Nicholas G. Polson, J. H. Witte · arXiv (Cornell University) · 2016 · 13 citations · Full text

Portfolio Optimization, Engineering, Machine Learning +12