AAAI
2011
13 years 10 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...
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FS
2006
14 years 10 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...