Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361)
From MaRDI portal
scientific article; zbMATH DE number 7671150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios |
scientific article; zbMATH DE number 7671150 |
Statements
Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (English)
0 references
31 March 2023
0 references
sequential portfolio selection
0 references
Bayesian estimation
0 references
Bayesian optimization
0 references
high dimensionality
0 references
sequential regularization
0 references
sequential hyperparameter tuning
0 references
0 references
0 references
