Essays about: "Iliam Barkino"

Found 3 essays containing the words Iliam Barkino.

1. 1. Summary Statistic Selection with Reinforcement Learning

   University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

   Author : Iliam Barkino; [2019]
   Keywords : Summary Statistics; Approximate Bayesian Computation; Reinforcement Learning; Machine Learning; Multi-Armed Bandit; Subset Selection; Minimizing Entropy; Approximate Sufficiency; Direct; Halving; SAR; OCBA-m; Racing;

   Abstract : Multi-armed bandit (MAB) algorithms could be used to select a subset of the k most informative summary statistics, from a pool of m possible summary statistics, by reformulating the subset selection problem as a MAB problem. This is suggested by experiments that tested five MAB algorithms (Direct, Halving, SAR, OCBA-m, and Racing) on the reformulated problem and comparing the results to two established subset selection algorithms (Minimizing Entropy and Approximate Sufficiency). READ MORE

3. 2. Enough is Enough : Sufficient number of securities in an optimal portfolio

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Iliam Barkino; Marcus Rivera Öman; [2016]
   Keywords : Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation;

   Abstract : This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly chosen portfolios which states that at least 30 securities are needed. READ MORE

4. 3. Past predicts the future : A study on how machine learning can be used for investments

   University essay from

   Author : Iliam Barkino; Mattias Bertolino; [2016]
   Keywords : ;

   Abstract : .... READ MORE