Browsing Theses by Author "Ni, Chendi"
Now showing items 1-1 of 1
-
A General Neural Network Methodology for Multi-period Portfolio Optimization
Ni, Chendi (University of Waterloo, 2024-01-22)In this thesis, we propose a neural network methodology for solving the multi-period portfolio optimization problem. Our approach formulates the problem as a stochastic optimal control problem and uses a single neural ...