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金融系統性風險與過度自信:強化學習框架下的隨機環境及部分資訊銀行借貸系統(1/2)
Sun, Li-Hsien
(PI)
Graduate Institute of Statistics
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Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
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Keyphrases
Overconfidence
100%
Systemic Risk
66%
Linear Quadratic Regulator
33%
Stochastic Environment
33%
Learning Procedure
33%
Financial System
33%
Reinforcement Learning
33%
Financial Implications
33%
Reinforcement Learning System
33%
Central Bank
33%
Interbank Loans
33%
Partial Information
33%
Distribution Uncertainty
33%
Parameter Dependence
33%
Optimal Strategy
33%
Transaction Costs
33%
Economic Factors
33%
Mathematics
Stochastics
100%
Systemic Risk
100%
Optimal Strategy
50%
Minimizes
50%
Economics, Econometrics and Finance
Transaction Costs
100%
Central Bank
100%
Financial System
100%