Application of Multi-Armed Bandit Algorithm in Quantitative Finance
The volatility and diversity of financial markets make it challenging for a single portfolio achieve better returns, therefore, adjustable portfolios based on the risk tolerance of clients are highly demanded. However, traditional portfolio strategies cannot meet this requirement. Regarding this iss...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2025-01-01
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| Series: | ITM Web of Conferences |
| Online Access: | https://www.itm-conferences.org/articles/itmconf/pdf/2025/04/itmconf_iwadi2024_01011.pdf |