Statistical Learning for Individualized Asset Allocation (Q6154020)
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scientific article; zbMATH DE number 7820409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical Learning for Individualized Asset Allocation |
scientific article; zbMATH DE number 7820409 |
Statements
Statistical Learning for Individualized Asset Allocation (English)
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19 March 2024
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continuous-action decision-making
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high-dimensional statistical learning
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individualization
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penalized regression
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