AAAI
2011
12 years 4 months ago
2011
In this paper we propose differential eligibility vectors (DEV) for temporal-difference (TD) learning, a new class of eligibility vectors designed to bring out the contribution of...
FS
2006
13 years 4 months ago
2006
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...