Application of GANs in Portfolio Optimization
Talk given at The German Society for Insurance and Financial Mathematics, 19 March 2024, by prof. Ralf Korn
Ralf Korn is head of the the financial mathematics group at the RPTU Kaiserslautern-Landau (formerly TU Kaiserslautern) and founder and longtime head of the department “Financial Mathematics” at Fraunhofer Institute for Industrial Mathematics (ITWM).