A General Framework on Enhancing Portfolio Management with Reinforcement Learning
Author:
Affiliation:
1. Columbia University, USA
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3647782.3647801
Reference19 articles.
1. Deep Direct Reinforcement Learning for Financial Signal Representation and Trading
2. José E. Figueroa-López. 2005. A selected survey of portfolio optimization problems.
3. Thomas G. Fischer. 2018. Reinforcement learning in financial markets - a survey.
4. YiFeng Guo, XingYu Fu, Yuyan Shi, and MingWen Liu. 2018. Robust Log-Optimal Strategy with Reinforcement Learning. arXiv: Portfolio Management (2018).
5. Zhengyao Jiang Dixing Xu and Jinjun Liang. 2017. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. https://doi.org/10.48550/ARXIV.1706.10059
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