Soft imitation reinforcement learning with value decomposition for portfolio management

Author:

Dong Li,Zheng Haichao

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Software

Reference49 articles.

1. Deep graph convolutional reinforcement learning for financial portfolio management–deeppocket;Soleymani;Expert Syst. Appl.,2021

2. GPM: A graph convolutional network based reinforcement learning framework for portfolio management;Shi;Neurocomputing,2022

3. Reinforcement-learning based portfolio management with augmented asset movement prediction states;Ye;Proc. AAAI Conf. Artif. Intell.,2020

4. Deep reinforcement learning for automated stock trading: an ensemble strategy;Yang;Proc. First ACM Int. Conf. AI Financ.,2020

5. A hierarchical view of a national stock market as a complex network;Baydilli;Econ. Comput. Econ. Cybern. Stud. Res.,2017

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