On Risk-Sensitive Decision Making Under Uncertainty

By Chung-Han Hsieh, Yi-Shan Wong

Published 2024-04-20

Everscope rating

1298.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Control. Problem types: Optimization, Decision Making, Risk Management.

arXiv:2404.13371 · Paper rankings

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