A machine learning approach to adaptive robust utility maximization and hedging (Q5162848)
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scientific article; zbMATH DE number 7421263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A machine learning approach to adaptive robust utility maximization and hedging |
scientific article; zbMATH DE number 7421263 |
Statements
A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (English)
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5 November 2021
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adaptive robust control
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Gaussian process surrogates
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portfolio optimization
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0.7552332878112793
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0.7486464381217957
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0.7466344833374023
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0.7438889145851135
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