Multiple Portfolio Blending Strategy with Thompson Sampling

Keigo Fujishima, Kei Nakagawa. Multiple Portfolio Blending Strategy with Thompson Sampling. In Tokuro Matsuo, Kunihiko Takamatsu, Yuichi Ono, editors, 12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022, Kanazawa, Japan, July 2-8, 2022. pages 449-454, IEEE, 2022. [doi]

Abstract

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