Portfolio Optimization Using Reinforcement Learning and Hierarchical Risk Parity Approach
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Springer Nature Switzerland
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https://link.springer.com/content/pdf/10.1007/978-3-031-38325-0_20
Reference72 articles.
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2. Markowitz, H.: Portfolio Selection. Journal of Finance 7(1), 77–91 (1952). https://doi.org/10.2307/2975974
3. De Prado, M.L.: Building Diversified Portfolios that Outperform Out of Sample. J. Portf. Manag. 42(4), 59–69 (2016). https://doi.org/10.3905/jpm.2016.42.4.059
4. NSE Website: https://www1.nseindia.com
5. Rao, A. and Jelvis, T.: Foundations of Reinforcement Learning with Applications. CRC Press, USA, (2022). ISBN: 9781032124124
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