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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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखकों: Xiaoguang Huo, Feng Fu
स्वरूप: Artigo
भाषा:Inglês
प्रकाशित: The Royal Society 2017-01-01
श्रृंखला:Royal Society Open Science
विषय:
ऑनलाइन पहुंच:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.171377
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