Browsing University of Waterloo by Author "Orok, Gavin"
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Optimization of Policy Evaluation and Policy Improvement Methods in Portfolio Optimization using Quasi-Monte Carlo Methods
Orok, Gavin (University of Waterloo, 2024-05-24)Machine learning involves many challenging integrals that can be estimated using numerical methods. One application of these methods which has been explored in recent work is the estimation of policy gradients for ...