Rejoinder to ‘Deep learning for finance: deep portfolios’

Applied Stochastic Models in Business and IndustryVolume 33, Issue 1 p. 19-21 Rejoinder Rejoinder to ‘Deep learning for finance: deep portfolios’ James B. Heaton, James B. Heaton Bartlit Beck Herman Palenchar & Scott LLP, and GreyMaths Inc., Chicago, IL, USASearch for more papers by this authorNicholas Polson, Nicholas Polson ngp@chicagobooth.edu University of Chicago, 5807 S. Woodlawn Ave, Chicago, IL, 60637 USASearch for more papers by this authorJan H. Witte, Jan H. Witte Mathematical Institute, University of Oxford, and GreyMaths Inc., Oxford, Oxfordshire, UKSearch for more papers by this author James B. Heaton, James B. Heaton Bartlit Beck Herman Palenchar & Scott LLP, and GreyMaths Inc., Chicago, IL, USASearch for more papers by this authorNicholas Polson, Nicholas Polson ngp@chicagobooth.edu University of Chicago, 5807 S. Woodlawn Ave, Chicago, IL, 60637 USASearch for more papers by this authorJan H. Witte, Jan H. Witte Mathematical Institute, University of Oxford, and GreyMaths Inc., Oxford, Oxfordshire, UKSearch for more papers by this author First published: 15 February 2017 https://doi.org/10.1002/asmb.2230Citations: 24Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume33, Issue1January/February 2017Pages 19-21 RelatedInformation