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Latest revision as of 19:58, 31 July 2024

scientific article; zbMATH DE number 7671150
Language Label Description Also known as
English
Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios
scientific article; zbMATH DE number 7671150

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    Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (English)
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    31 March 2023
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    sequential portfolio selection
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    Bayesian estimation
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    Bayesian optimization
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    high dimensionality
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    sequential regularization
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    sequential hyperparameter tuning
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