A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848)
From MaRDI portal
scientific article; zbMATH DE number 7421263
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
5 November 2021
0 references
adaptive robust control
0 references
Gaussian process surrogates
0 references
portfolio optimization
0 references
0 references
0 references
0 references
0 references
