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Dietmar Maringer
Information about the author Dietmar Maringer will soon be added to the site.
Found
2 papers
in total
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Regime‐switching recurrent reinforcement learning for investment decision making
2012
This paper presents the regime‐switching recurrent reinforcement learning...
Global optimization of higher order moments in portfolio selection
2009
We discuss the global optimization of the higher order moments of a portfolio of...
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