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Incremental reinforcement learning for portfolio optimisation
Published 2023Subjects: “…Portfolio management -- Mathematical models…”
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Mean absolute deviation skewness model with transactions costs
Published 2013Subjects: “…Portfolio management mathematical models…”
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Much ado about dividends
Published 2025Subjects: “…Portfolio management -- Mathematical models…”
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On estimating the potential impact of meta-labelling
Published 2026Subjects: “…Portfolio management -- Mathematical models…”
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A mathematical approach to financial allocation strategies
Published 2012Subjects: “…Portfolio management -- Mathematical models…”
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