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[국내논문] Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization 원문보기

International journal of fuzzy logic and intelligent systems : IJFIS, v.14 no.2, 2014년, pp.73 - 83  

Park, Jooyoung (Department of Control & Instrumentation Engineering, Korea University) ,  Lim, Jungdong (Department of Control & Instrumentation Engineering, Korea University) ,  Lee, Wonbu (Department of Control & Instrumentation Engineering, Korea University) ,  Ji, Seunghyun (Department of Control & Instrumentation Engineering, Korea University) ,  Sung, Keehoon (Department of Control & Instrumentation Engineering, Korea University) ,  Park, Kyungwook (School of Business Administration, Korea University)

Abstract ▼ AI-Helper 아이콘AI-Helper

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 an...

Keyword

#Machine learning   #Portfolio optimization   #Evolution strategy   #Value function  

참고문헌 (33)

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