Showing 1 - 10 of 3,962
Persistent link: https://www.econbiz.de/10011563569
We test the out-of-sample trading performance of model-free reinforcement learning (RL) agents and compare them with … approach yields better risk-adjusted returns as well as probabilistic Sharpe ratios compared to MV specifications. However …
Persistent link: https://www.econbiz.de/10014326023
Persistent link: https://www.econbiz.de/10011301877
Persistent link: https://www.econbiz.de/10011413220
Persistent link: https://www.econbiz.de/10012415279
Persistent link: https://www.econbiz.de/10012133389
Persistent link: https://www.econbiz.de/10011313647
Persistent link: https://www.econbiz.de/10010401633
Persistent link: https://www.econbiz.de/10012511749
This paper’s objective is to use SKAT, the author’s Stages of Knowledge Ahead Theory of risk, to shed fresh light on … the treatment and prevention of mental disorders. SKAT employs a broad definition of risk that allows for nice – not … that puts centre stage why people (and other soft-wired animals) have brains – to make decisions under risk. To make good …
Persistent link: https://www.econbiz.de/10010270018