DanielHuangjiakang/PKU_SMOL_Project

This project uses stochastic approximation algorithms to optimize investment strategies and queueing systems. Techniques include the Simultaneous Perturbation Stochastic Approximation (SPSA) for maximizing the Sharpe ratio and Stochastic Approximation (SA) for minimizing waiting times in a GI/GI/1 queue.

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