DTA

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Tesi etd-11112021-235510

Type of thesis
Corso Ordinario Secondo Livello
Author
DRAGONI, FEDERICO
URN
etd-11112021-235510
Title
Reinforcement learning methods and mathematical models for applications to optimal asset allocation problems
Structure
Cl. Sc. Sperimentali - Ingegneria
Course
INGEGNERIA - INGEGNERIA
Committee
relatore Prof.ssa LASCHI, CECILIA
Presidente Prof. FRISOLI, ANTONIO
Membro Prof. BERGAMASCO, MASSIMO
Membro Prof. ODDO, CALOGERO MARIA
Membro Prof. RICOTTI, LEONARDO
Membro Prof. CASTOLDI, PIERO
Membro Prof. CIARAMELLA, ERNESTO
Membro Prof. CUCINOTTA, TOMMASO
Keywords
  • Nessuna parola chiave trovata
Exam session start date
16/12/2021;
Availability
parziale
Abstract
Employment and analysis of machine learning networks, reinforcement learning models and optimization algorithms to solve portfolio optimization and asset allocation problems.
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