Learning equilibrium mean‐variance strategy (Q6187369)
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scientific article; zbMATH DE number 7797377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning equilibrium mean‐variance strategy |
scientific article; zbMATH DE number 7797377 |
Statements
Learning equilibrium mean‐variance strategy (English)
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31 January 2024
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asset allocation
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equilibrium mean variance analysis
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entropy regularized exploration-exploitation
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reinforcement learning
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