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SSRN 5659950 by 1nspired3v is a document available to read on EtoBox.

What is SSRN 5659950 about?

This study introduces a deep learning method to estimate the universal maximum drawdown (MDD) function for realistic stock return processes, addressing the limitations of existing methods that rely on simplified models. Through simulation and real-world data, the research demonstrates that deep neural networks can effectively learn the MDD function, identifying key determinants and validating its universality across different asset return series. The findings highlight the potential of machine learning in e

Author

1nspired3v

Language

EN