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Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Khurshid, Sabrina, Abdulla, Mohammed Shahid, Ghatak, Gourab
Format:	Preprint
Publié:	2024
Sujets:	Portfolio Management Machine Learning
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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