Orthogonal Bandit Learning for Portfolio Selection Under Cardinality Constraint

Mahdi Moeini. Orthogonal Bandit Learning for Portfolio Selection Under Cardinality Constraint. In Sanjay Misra, Osvaldo Gervasi, Beniamino Murgante, Elena N. Stankova, Vladimir Korkhov, Carmelo Maria Torre, Ana Maria A. C. Rocha, David Taniar, Bernady O. Apduhan, Eufemia Tarantino, editors, Computational Science and Its Applications - ICCSA 2019 - 19th International Conference, Saint Petersburg, Russia, July 1-4, 2019, Proceedings, Part III. Volume 11621 of Lecture Notes in Computer Science, pages 232-248, Springer, 2019. [doi]

Abstract

Abstract is missing.