Essays about: "Victor Molnö"

Found 1 essay containing the words Victor Molnö.

  1. 1. Deep Learning for Dynamic Portfolio Optimization

    University essay from KTH/Matematisk statistik

    Author : Victor Molnö; [2021]
    Keywords : Dynamic portfolio optimization; No-trade-region; Deep learning; Policy iteration; Dynamisk portföljoptimering; Handelsstoppregion; Djupinlärning; Policyiterering;

    Abstract : 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