Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
Author:
Affiliation:
1. Nanyang Technological University, Singapore, Singapore
2. Zhejiang University, Hangzhou, China
3. Nanyang Technological University & Skywork AI, Singapore, Singapore
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3589334.3645615
Reference36 articles.
1. Shaojie Bai, J Zico Kolter, and Vladlen Koltun. 2018. An empirical evaluation of generic convolutional and recurrent networks for sequence modeling. arXiv preprint arXiv:1803.01271 (2018).
2. Deep reinforcement learning for portfolio management of markets with a dynamic number of assets
3. XGBoost
4. Deep Direct Reinforcement Learning for Financial Signal Representation and Trading
5. Investor-Imitator
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