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Risk-averse online learning under mean-variance measures.
Sattar Vakili
Qing Zhao
Published in:
ICASSP (2015)
Keyphrases
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online learning
risk averse
utility function
risk measures
risk aversion
risk neutral
decision makers
stochastic programming
expected utility
e learning
active learning
bayesian networks
portfolio selection
decision problems
risk sensitive
portfolio management
multistage
probability distribution