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Optimal Credit Investment with Borrowing Costs.

Lijun BoAgostino Capponi
Published in: Math. Oper. Res. (2017)
Keyphrases
  • dynamic programming
  • neural network
  • decision making
  • closed form
  • long run
  • expected cost
  • average cost
  • cost benefit
  • data mining
  • decision trees
  • worst case
  • optimal strategy
  • single item
  • return on investment