Stochastic approximation with averaging innovation applied to Finance (Q2882550)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation with averaging innovation applied to Finance |
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Stochastic approximation with averaging innovation applied to Finance (English)
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7 May 2012
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stochastic approximation
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sequence with low discrepancy
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quasi-Monte Carlo
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\(\alpha\)-mixing process
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Gàl-Koksma theorem
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stationary process
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ergodic control
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two-armed bandit algorithm
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calibration
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optimal asset allocation
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value-at-risk
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conditional value-at-risk
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