Skip to main content

1 Result(s)

within Computer Science Remove this filter Artificial Intelligence Remove this filter Data Structures and Information Theory Remove this filter Information Systems Applications (incl. Internet) Remove this filter Multimedia Information Systems Remove this filter **ya Sato Remove this filter Conference Paper Remove this filter

and

  1. No Access

    Chapter and Conference Paper

    Variance-Penalized Reinforcement Learning for Risk-Averse Asset Allocation

    The tasks of optimizing asset allocation considering transaction costs can be formulated into the framework of Markov Decision Processes(MDPs) and reinforcement learning. In this paper, a risk-averse reinforce...

    Makoto Sato, Shigenobu Kobayashi in Intelligent Data Engineering and Automated… (2000)