Funder
National Natural Science Foundation of China
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference50 articles.
1. Continuous control with stacked deep dynamic recurrent reinforcement learning for portfolio optimization;Aboussalah;Expert Systems with Applications,2020
2. Algorithms for portfolio management based on the newton method;Agarwal,2006
3. Fast universalization of investment strategies with provably good relative returns;Akcoglu,2002
4. Fast universalization of investment strategies;Akcoglu;SIAM Journal on Computing,2004
5. Time-consistency of optimal investment under smooth ambiguity;Balter;European Journal of Operational Research,2021
Cited by
31 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