Search Results for author: Peter Forsyth

Found 2 papers, 0 papers with code

Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target

no code implementations27 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.

Representation Learning for Dynamic Graphs: A Survey

no code implementations27 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.

Decoder Knowledge Graphs +2

Cannot find the paper you are looking for? You can Submit a new open access paper.