Graph neural networks for deep portfolio optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
https://link.springer.com/content/pdf/10.1007/s00521-023-08862-w.pdf
Reference47 articles.
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2. Gunjan A, Bhattacharyya S (2022) A brief review of portfolio optimization techniques. Artif Intell Rev 56(5):3847–3886. https://doi.org/10.1007/s10462-022-10273-7
3. Bartram SM, Branke J, Motahari M (2020) Artificial intelligence in asset management. SSRN Electron J. https://doi.org/10.2139/ssrn.3692805
4. Zhang Z, Zohren S, Roberts S (2019) Deep reinforcement learning for trading
5. Pham U, Luu Q, Tran H (2021) Multi-agent reinforcement learning approach for hedging portfolio problem. Soft Comput 25(12):7877–7885. https://doi.org/10.1007/s00500-021-05801-6
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