Wordt geladen...
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...
Bewaard in:
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
The Royal Society
2017-01-01
|
| Reeks: | Royal Society Open Science |
| Onderwerpen: | |
| Online toegang: | https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.171377 |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|