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20212023
most citedMulti-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks

6 citations · 7 across the 3 of their papers we have counts for

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q-fin.CP2022

Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks

Afşar Onat Aydınhan, Xiaoyue Li, John M. Mulvey

This paper introduces the MCTS algorithm to the financial world and focuses on solving significant multi-period financial planning models by combining a Monte Carlo Tree Search alg…