Machine learning for continuous-time finance V Duarte, D Duarte, D Silva Review of Financial Studies, 2024 | 76* | 2024 |
Simple allocation rules and optimal portfolio choice over the lifecycle V Duarte, J Fonseca, AS Goodman, JA Parker National Bureau of Economic Research, 2021 | 36 | 2021 |
Benchmarking machine-learning software and hardware for quantitative economics V Duarte, D Duarte, J Fonseca, A Montecinos Journal of Economic Dynamics and Control 111, 103796, 2020 | 16 | 2020 |
Sectoral reallocation and endogenous risk-aversion: Solving macro-finance models with machine learning V Duarte MIT Sloan School of Management, 2018 | 5 | 2018 |
Global identification with gradient-based structural estimation V Duarte, J Fonseca | 4* | 2024 |
Compounding Money and Nominal-Price Illusions MO Caglayan, D Duarte, V Duarte, X Lu Available at SSRN 4002621, 2020 | 1 | 2020 |