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Optimal Positioning in the Derivative Market: Review, Foundations, and Trends.

Paolo GuiottoAndrea Roncoroni
Published in: Found. Trends Technol. Inf. Oper. Manag. (2019)
Keyphrases
  • artificial intelligence
  • dynamic programming
  • neural network
  • decision making
  • optimal design
  • worst case
  • stock market
  • optimal solution
  • upper bound
  • optimal control
  • raw material
  • budget constraints