Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Dynamisk portföljoptimering"'
Autor:
Molnö, Victor
This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm,
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304667
Autor:
Molnö, Victor
This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::677e8c87e2cf4d404423bb0fc0e8de05
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304667
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304667
Autor:
Dimitry El Baghdady, Johan
We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction contro
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-202520
Autor:
Dimitry El Baghdady, Johan
We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction contro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______681::0710e1ee69102d6489db2cc34edd6ed0
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-202520
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-202520