Objective Driven Portfolio Construction Using Reinforcement Learning

Author:

Wang Tina Ruiwen1,Pradeep Jithin1,Chen Jerry Zikun1

Affiliation:

1. The Vanguard Group, Canada

Publisher

ACM

Reference32 articles.

1. Downside Risk

2. Marc G. Bellemare Will Dabney and Rémi Munos. 2017. A Distributional Perspective on Reinforcement Learning. https://doi.org/10.48550/ARXIV.1707.06887 10.48550/ARXIV.1707.06887

3. Marc G. Bellemare Will Dabney and Rémi Munos. 2017. A Distributional Perspective on Reinforcement Learning. https://doi.org/10.48550/ARXIV.1707.06887

4. Gianluca Bontempi , Souhaib Ben Taieb , and Yann-Aël Le Borgne . 2013. Machine Learning Strategies for Time Series Forecasting . Springer Berlin Heidelberg , Berlin, Heidelberg , 62–77. https://doi.org/10.1007/978-3-642-36318-4_3 10.1007/978-3-642-36318-4_3 Gianluca Bontempi, Souhaib Ben Taieb, and Yann-Aël Le Borgne. 2013. Machine Learning Strategies for Time Series Forecasting. Springer Berlin Heidelberg, Berlin, Heidelberg, 62–77. https://doi.org/10.1007/978-3-642-36318-4_3

5. Some Recent Advances in Forecasting and Control;Box P.;Journal of the Royal Statistical Society Series C,1968

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