Market sentiment-aware deep reinforcement learning approach for stock portfolio allocation

Author:

Koratamaddi Prahlad,Wadhwani Karan,Gupta Mridul,Sanjeevi Sriram G.

Publisher

Elsevier BV

Subject

Metals and Alloys,Computer Networks and Communications,Fluid Flow and Transfer Processes,Hardware and Architecture,Mechanical Engineering,Biomaterials,Civil and Structural Engineering,Electronic, Optical and Magnetic Materials

Reference61 articles.

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2. Portfolio selection;Markowitz;J. Finance,1952

3. Performance functions and reinforcement learning for trading systems and portfolios;Moody;J. Forecast.,1998

4. Mathematical models in portfolio selection;Moore;J. Inst. Actuar.,1972

5. A simplified model for portfolio analysis;Sharpe;Manage. Sci.,1963

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