FSS
2002
13 years 11 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
ICML
2010
IEEE
14 years 7 days ago
2010
IEEE
Standard Reinforcement Learning (RL) aims to optimize decision-making rules in terms of the expected return. However, especially for risk-management purposes, other criteria such ...