Machine learning methods in a random investments problem

DOI10.1007/S10958-025-07718-ZMaRDI QIDQ7317020zbMATH OpenFDO

Authors G. I. Belyavskij, Natalya Danilova, Gennadiĭ A. Ugol'nitskiĭ, Keyu Yao

Publication date 21 August 2026

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-025-07718-Z

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

Cites work

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• Prediction, Learning, and Games
• Probabilistic machine learning. An introduction
• Robust optimization
• Robust option pricing
• Robust portfolios: contributions from operations research and finance
• The minimum regularized covariance determinant estimator

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