Giulio Mattera, Raffaele Mattera. Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection. Intell. Syst. Appl., 17:200181, 2023. [doi]
@article{MatteraM23,
title = {Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection},
author = {Giulio Mattera and Raffaele Mattera},
year = {2023},
doi = {10.1016/j.iswa.2023.200181},
url = {https://doi.org/10.1016/j.iswa.2023.200181},
researchr = {https://researchr.org/publication/MatteraM23},
cites = {0},
citedby = {0},
journal = {Intell. Syst. Appl.},
volume = {17},
pages = {200181},
}