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KCI
Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking
박주영; 양동수; 박경욱
Article
Issue Date
2013
Citation
International Journal of Fuzzy Logic and Intelligent systems, v.13, no.1, pp 19 - 28
Publisher
한국지능시스템학회
KCI
데이터 기반 확률론적 최적제어와 근사적 추론 기반 강화학습 방법론에 관한 고찰
박주영; 지승현; 성기훈; 허성만; 박경욱
Article
Issue Date
2015
Citation
한국지능시스템학회 논문지, v.25, no.4, pp 319 - 326
Publisher
한국지능시스템학회
1
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Author
Park, Joo young
2
PARK, Kyung uk
2
성기훈
1
양동수
1
지승현
1
허성만
1
Subject
Approximate dynamic programming
1
Approximate inference
1
Constrained index tracking
1
Data-driven methods. Stochastic o...
1
Dynamic portfolio optimization
1
Machine learning
1
Stochastic control
1
근사추론
1
금융공학
1
기계학습
1
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