What is shrinkage in machine learning? - Rebellion Research

Retrieved on: 2023-11-25 20:49:21

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Computational statistics

Estimation theory

Estimator

Shrinkage

Estimation of covariance matrices

Reinforcement learning

Artificial neural network

Giulio Mattera Raffaele Mattera

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“Shrinkage Estimation with Reinforcement Learning of Large Variance Matrices for Portfolio Selection” by Giulio Mattera & Raffaele Mattera presents an ...

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