Chargement en cours...
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...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
The Royal Society
2017-01-01
|
| Collection: | Royal Society Open Science |
| Sujets: | |
| Accès en ligne: | https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.171377 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|