Matt Stern

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

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Scholarly Papers (1)

1.

Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices

Number of pages: 39 Posted: 06 Nov 2019 Last Revised: 18 Nov 2019
Columbia University, Columbia University, Columbia University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
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Abstract:

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robo-advising, reinforcement learning, portfolio selection, probably approximately correct-Markov decision processes (PAC-MDP)