Pages that link to "Item:Q2288940"
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The following pages link to Multi-period portfolio selection with drawdown control (Q2288940):
Displaying 6 items.
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Comprehensive analysis of gradient-based hyperparameter optimization algorithms (Q2158645) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
