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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...

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Detaylı Bibliyografya
Asıl Yazarlar: Xiaoguang Huo, Feng Fu
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: The Royal Society 2017-01-01
Seri Bilgileri:Royal Society Open Science
Konular:
Online Erişim:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.171377
Etiketler: Etiketle
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