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:
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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.

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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

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