Načítá se...
Risk-aware multi-armed bandit problem with application to portfolio selection
Sequential portfolio selection has attracted increasing interest in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential dec...
Uloženo v:
Hlavní autoři: | , |
---|---|
Médium: | Artigo |
Jazyk: | Inglês |
Vydáno: |
The Royal Society
2017-01-01
|
Edice: | Royal Society Open Science |
Témata: | |
On-line přístup: | https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.171377 |
Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!
|