Safety AARL: Weight adjustment for reinforcement-learning-based safety dynamic asset allocation strategies-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Safety AARL: Weight adjustment for reinforcement-learning-based safety dynamic asset allocation strategies

Published:2023-10 Issue: Volume:227 Page:120297
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Jeong Da Woon,Yoo Seong Joon,Gu Yeong Hyeon

Funder

Institute for Information and Communications Technology Promotion

Ministry of Science, ICT and Future Planning

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference44 articles.

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

2. Deep reinforcement learning for portfolio management of markets with a dynamic number of assets;Betancourt;Expert Systems with Applications,2021

3. Adversarial attacks against reinforcement learning-based portfolio management strategy;Chen;IEEE Access,2021

4. Using genetic algorithm to support clustering-based portfolio optimization by investor information;Cheong;Applied Soft Computing,2017

5. Adjusting for risk: An improved sharpe ratio;Dowd;International Review of Economics & Finance,2000

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pro Trader RL: Reinforcement learning framework for generating trading knowledge by mimicking the decision-making patterns of professional traders;Expert Systems with Applications;2024-11

2. Reinforcement Learning Review: Past Acts, Present Facts and Future Prospects;IT Journal Research and Development;2024-02-15

3. Алокація активів як ключовий елемент ефективного управління інвестиційним портфелем;Проблеми сучасних трансформацій. Серія: економіка та управління;2024-01-25

4. Portfolio Optimization Using Machine Learning Techniques;2023 4th International Conference on Computation, Automation and Knowledge Management (ICCAKM);2023-12-12

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3