Essays about: "No-trade-region"
Found 1 essay containing the word No-trade-region.
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1. Deep Learning for Dynamic Portfolio Optimization
University essay from KTH/Matematisk statistikAbstract : 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, on a larger scale for the original problem. READ MORE
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