Search Results - subject:"gradient descent"

Testing game theory of mind models for Artificial Intelligence

Harre, Michael; El-Tarifi, Husam - In: Games 15 (2024) 1, pp. 1-11

In this article, we investigate the relative performance of artificial neural networks and structural models of decision theory by training 69 artificial intelligence models on a dataset of 7080 human decisions in extensive form games. The objective is to compare the predictive power of AIs that...

Persistent link: https://www.econbiz.de/10014480871

Portfolio optimization via online gradient descent and risk control

Yamim, J. D. M.; Borges, C. C. H.; Neto, R. F. - In: Computational economics 62 (2023) 1, pp. 361-381

Persistent link: https://www.econbiz.de/10014327502

Pricing under uncertainty in multi-interval real-time markets

Cho, Jehum; Papavasiliou, Anthony - In: Operations research 71 (2023) 6, pp. 1928-1942

Persistent link: https://www.econbiz.de/10014444842

Nonconvex low-rank tensor completion from noisy data

Cai, Changxiao; Li, Gen; Poor, H. Vincent; Chen, Yuxin - In: Operations research 70 (2022) 2, pp. 1219-1237

Persistent link: https://www.econbiz.de/10013365875

Risk Budgeting portfolios : existence and computation

Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924

Persistent link: https://www.econbiz.de/10014565279

Unconstrained Optimization and Quantum Calculus

Ram, Bhagwat; Mishra, Shashi Kant; Lai, Kin Keung; … - 2024

Historical Note on Unconstrained Optimization and Quantum Calculus -- Basics of Unconstrained Optimization and Quantum Calculus -- Quantum-Steepest Descent Method with Quasi-Fejér Convergence -- Quantum- Fletcher-Reeves Conjugate Gradient Method -- Quantum-Polak-Ribière-Polyak -- Conjugate...