Outperforming the tutor: Expert-infused deep reinforcement learning for dynamic portfolio selection of diverse assets

Author:

Choi ChanwooORCID,Kim JuriORCID

Funder

Wonkwang University

Publisher

Elsevier BV

Reference42 articles.

1. Using deep learning to detect price change indications in financial markets;Tsantekidis,2017

2. Combining expert weights for online portfolio selection based on the gradient descent algorithm;Zhang;Knowl.-Based Syst.,2021

3. A deep reinforcement learning framework for the financial portfolio management problem;Jiang,2017

4. An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown;Almahdi;Expert Syst. Appl.,2017

5. Portfolio management via two-stage deep learning with a joint cost;Yun;Expert Syst. Appl.,2020

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