JOURNAL ARTICLE

Gaussian Process Priors for Bayesian Portfolio Selection

Roman Croessmann

Year: 2018 Journal:   SSRN Electronic Journal   Publisher: RELX Group (Netherlands)
Keywords:
Prior probability Portfolio Gaussian process Bayesian probability Computer science Selection (genetic algorithm) Process (computing) Conjugate prior Econometrics Machine learning Gaussian Artificial intelligence Data mining Mathematical optimization Mathematics Economics Finance Physics

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Topics

Insurance, Mortality, Demography, Risk Management
Social Sciences →  Social Sciences →  Demography

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