Multiagent-based deep reinforcement learning for risk-shifting portfolio management-Reference-Cited by-同舟云学术

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Multiagent-based deep reinforcement learning for risk-shifting portfolio management

Published:2022-07 Issue: Volume:123 Page:108894
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Lin Yu-Cen,Chen Chiao-Ting,Sang Chuan-Yun,Huang Szu-Hao^ORCID

Funder

Taiwan Ministry of Science and Technology

Publisher

Elsevier BV

Subject

Software

Reference72 articles.

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

2. Portfolio Selection: Efficient Diversification of Investments, Vol. 16;Markowitz,1968

3. A new interpretation of information rate;Kelly,2011

4. Capital growth theory;Hakansson,2011

5. Forecasting futures trading volume using neural networks;Kaastra;J. Futures Mark.,1995

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