Sökning: "Handelsstoppregion"

Hittade 1 uppsats innehållade ordet Handelsstoppregion.

  1. 1. Deep Learning for Dynamic Portfolio Optimization

    Master-uppsats, KTH/Matematisk statistik

    Författare :Victor Molnö; [2021]
    Nyckelord :Dynamic portfolio optimization; No-trade-region; Deep learning; Policy iteration; Dynamisk portföljoptimering; Handelsstoppregion; Djupinlärning; Policyiterering;

    Sammanfattning : This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm, on a larger scale for the original problem. LÄS MER