Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361)
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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 |
Statements
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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