Reinforcement learning and mortgage partial prepayment behavior
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DOI: 10.1016/j.pacfin.2020.101378
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More about this item
Keywords
Mortgage partial prepayment; Reinforcement learning; Learning by doing; Recency;All these keywords.
JEL classification:
- D1 - Microeconomics - - Household Behavior
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G1 - Financial Economics - - General Financial Markets
- R2 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis
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