Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization
Many recent theoretical developments in the field of machine learning and control have rapidly expanded its relevance to a wide variety of applications. In particular, a variety of portfolio optimization problems have recently been considered as a promising application domain for machine learning and control methods. In highly uncertain and stochastic environments, portfolio optimization can be...
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ژورنال
عنوان ژورنال: International Journal of Fuzzy Logic and Intelligent Systems
سال: 2014
ISSN: 1598-2645
DOI: 10.5391/ijfis.2014.14.2.73