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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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Xiaoguang Huo, Feng Fu
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: The Royal Society 2017-01-01
Saila:Royal Society Open Science
Gaiak:
Sarrera elektronikoa:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.171377
Etiketak: Etiketa erantsi
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