OPTIMAL INFORMATION ACQUISITION FOR ELIMINATING ESTIMATION RISK

By Zongxia Liang, Qi Ye

Published 2024-05-15

Everscope rating

1396.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Bayesian Learning and Filtering. Problem types: Portfolio Optimization, Risk Management, Information Valuation.

arXiv:2405.09339 · Paper rankings

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