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"Exploratory Control with Tsallis Entropy for Latent Factor Models."

Ryan Donnelly, Sebastian Jaimungal (2024)

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DOI: 10.1137/22M153505X

access: closed

type: Journal Article

metadata version: 2024-05-07

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Ryan Donnelly, Sebastian Jaimungal:
Exploratory Control with Tsallis Entropy for Latent Factor Models. SIAM J. Financial Math. 15(1): 26-53 (2024)

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