Evolutionary meta reinforcement learning for portfolio optimization-Reference-Cited by-同舟云学术

Evolutionary meta reinforcement learning for portfolio optimization

Published:2021-06-26 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the Genetic and Evolutionary Computation Conference
language:
Short-container-title:

Author:

Ha Myoung Hoon¹,Chi Seung-geun²,Lee Sangyeop³,Cha Yujin¹,Byung-Ro Moon²

Affiliation:

1. Korea Advanced Institute of Science and Technology, Daejoen, Korea

2. Seoul National University, Seoul, Korea

3. Samsung Electronics, Gyeonggi-do, Korea

Funder

NRF- 2019M3E5D2A01066267

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3449639.3459386

Reference41 articles.

1. M. Al-Shedivat T. Bansal Y. Burda I. Sutskever I. Mordatch and P. Abbeel. 2017. Continuous Adaptation via Meta-Learning in Nonstationary and Competitive Environments. arXiv:1710.03641 [cs] (Oct. 2017). http://arxiv.org/abs/1710.03641 arXiv: 1710.03641. M. Al-Shedivat T. Bansal Y. Burda I. Sutskever I. Mordatch and P. Abbeel. 2017. Continuous Adaptation via Meta-Learning in Nonstationary and Competitive Environments. arXiv:1710.03641 [cs] (Oct. 2017). http://arxiv.org/abs/1710.03641 arXiv: 1710.03641.

2. A New Factor in Evolution

3. A Complex Event Processing Toolkit for Detecting Technical Chart Patterns

4. I. Bello H. Pham Q. V. Le M. Norouzi and S. Bengio. 2017. Neural Combinatorial Optimization with Reinforcement Learning. arXiv:1611.09940 [cs stat] (Jan. 2017). http://arxiv.org/abs/1611.09940 arXiv: 1611.09940. I. Bello H. Pham Q. V. Le M. Norouzi and S. Bengio. 2017. Neural Combinatorial Optimization with Reinforcement Learning. arXiv:1611.09940 [cs stat] (Jan. 2017). http://arxiv.org/abs/1611.09940 arXiv: 1611.09940.

5. A. Bifet and R. Gavaldà. 2007. Learning from Time-Changing Data with Adaptive Windowing. In SDM. 10.1137/1.9781611972771.42 A. Bifet and R. Gavaldà. 2007. Learning from Time-Changing Data with Adaptive Windowing. In SDM. 10.1137/1.9781611972771.42

Cited by 3 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

1. Portfolio Optimization: A Comparative Study;Artificial Intelligence;2023-11-16

2. Entanglement Local Search-Assisted Quantum-Inspired Optimization for Portfolio Optimization in G20 Markets;Proceedings of the Companion Conference on Genetic and Evolutionary Computation;2023-07-15

3. Portfolio Optimization Using Reinforcement Learning and Hierarchical Risk Parity Approach;Studies in Big Data;2023