A Deep Reinforcement Learning-driven Vine Copula Method for Correlation Structure Analysis of Mortgage

Qinghao WANG, Yanling PENG, Yijie PENG, Yaodong YANG

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (2) : 408-425.

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China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (2) : 408-425. DOI: 10.12012/CJoE2023-0003

A Deep Reinforcement Learning-driven Vine Copula Method for Correlation Structure Analysis of Mortgage

  • Qinghao WANG1(), Yanling PENG2(), Yijie PENG1,3(), Yaodong YANG1,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2023, 3(2): 408-425 https://doi.org/10.12012/CJoE2023-0003

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