Reinforcement Machine Learning for Portfolio Optimization
The chapter discusses the application of reinforcement machine learning and quadratic optimization in determining risk limits and investment portfolios, especially during the 2007-2009 financial crisis.
Featured in No. 66 on 18 Sep 2024 · on release day
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- 18 Sep 2024
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- No. 66 · 18 Sep 2024
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- RePEc:wsi:wschap:9781800615212_0010
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