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Victor Duarte
Assistant Professor
,
Finance
Email
vduarte
illinois
edu
Overview
Fingerprint
Network
Research & Scholarship
(4)
Similar Profiles
(1)
Fingerprint
Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
1
Similar Profiles
Machine Learning
Computer Science
100%
Volatility
Economics, Econometrics and Finance
75%
Solution Method
Keyphrases
50%
Continuous-time
Keyphrases
50%
Sectoral Reallocation
Keyphrases
50%
Effective Risk Aversion
Keyphrases
50%
Endogenous Risk
Keyphrases
50%
Structural Estimation
Keyphrases
50%
Research output
4
Working paper
Research output per year
Research output per year
Modern Frameworks for Quantitative Economics
Fonseca Duarte, V.
, Duarte, D.,
Fonseca Duarte, J.
& Montecinos, A.,
Jun 2019
, (Submitted)
22 p.
Research output
:
Working paper
Quantitative Economics
100%
Machine Learning
100%
Least Squares Method
100%
Computational Time
100%
Option Pricing
100%
Sectoral Reallocation and Endogenous Risk-Aversion
Fonseca Duarte, V.
,
2019
, (Unpublished).
Research output
:
Working paper
Risk Aversion
100%
Sectoral Reallocation
100%
Endogenous Risk
100%
Effective Risk Aversion
100%
Allocation
100%
Gradient-Based Structural Estimation
Fonseca Duarte, V.
,
2018
, (Unpublished).
Research output
:
Working paper
Gradient-based
100%
Structural Estimation
100%
Illustrates
100%
Objective Function
100%
Model Parameter
100%
Machine Learning for Continuous-Time Economics
Fonseca Duarte, V.
,
Apr 26 2018
, (Submitted).
Research output
:
Working paper
Continuous-time
100%
Solution Method
100%
Machine Learning
100%
Continuous Time
100%
Partial Differential Equation
100%