Login / Signup
Model-Free Portfolio Theory and Its Functional Master Formula.
Alexander Schied
Leo Speiser
Iryna Voloshchenko
Published in:
SIAM J. Financial Math. (2018)
Keyphrases
</>
model free
portfolio theory
reinforcement learning
function approximation
reinforcement learning algorithms
temporal difference
policy iteration
probability ranking principle
financial markets
neural network
machine learning
information retrieval
language model