no code implementations • 27 Jun 2020 • Chendi Ni, Yuying Li, Peter Forsyth, Ray Carroll
The proposed framework is illustrated with the asset allocation problem in the accumulation phase of a defined contribution pension plan, with the goal of achieving a higher terminal wealth than a stochastic benchmark.
no code implementations • 27 May 2019 • Seyed Mehran Kazemi, Rishab Goel, Kshitij Jain, Ivan Kobyzev, Akshay Sethi, Peter Forsyth, Pascal Poupart
Graphs arise naturally in many real-world applications including social networks, recommender systems, ontologies, biology, and computational finance.