Sökning: "Iliam Barkino"

Hittade 3 uppsatser innehållade orden Iliam Barkino.

  1. 1. Summary Statistic Selection with Reinforcement Learning

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för beräkningsvetenskap

    Författare :Iliam Barkino; [2019]
    Nyckelord :Summary Statistics; Approximate Bayesian Computation; Reinforcement Learning; Machine Learning; Multi-Armed Bandit; Subset Selection; Minimizing Entropy; Approximate Sufficiency; Direct; Halving; SAR; OCBA-m; Racing;

    Sammanfattning : Multi-armed bandit (MAB) algorithms could be used to select a subset of the k most informative summary statistics, from a pool of m possible summary statistics, by reformulating the subset selection problem as a MAB problem. This is suggested by experiments that tested five MAB algorithms (Direct, Halving, SAR, OCBA-m, and Racing) on the reformulated problem and comparing the results to two established subset selection algorithms (Minimizing Entropy and Approximate Sufficiency). LÄS MER

  3. 2. Enough is Enough : Sufficient number of securities in an optimal portfolio

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Iliam Barkino; Marcus Rivera Öman; [2016]
    Nyckelord :Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation;

    Sammanfattning : This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly chosen portfolios which states that at least 30 securities are needed. LÄS MER

  4. 3. Past predicts the future : A study on how machine learning can be used for investments

    Kandidat-uppsats,

    Författare :Iliam Barkino; Mattias Bertolino; [2016]
    Nyckelord :;

    Sammanfattning : .... LÄS MER