Portfolio optimization by enhanced LinUCB
He Ni, Qin Zhang, Xingjian Guo, Sultan Sikandar Mirza
| Year of publication: |
2024
|
|---|---|
| Authors: | Ni, He ; Zhang, Qin ; Guo, Xingjian ; Mirza, Sultan Sikandar |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 70.2024, Art.-No. 106266, p. 1-8
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| Subject: | Bandit learning | Contextual LinUCB | Portfolio management | Portfolio-Management | Portfolio selection | Theorie | Theory | Lernen | Learning | Lernprozess | Learning process | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106266 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195377