FreQuant: A Reinforcement-Learning based Adaptive Portfolio Optimization with Multi-frequency Decomposition
Author:
Affiliation:
1. Seoul National University, Seoul, Republic of Korea
2. Seoul National University & DeepTrade Technologies Inc., Seoul, Republic of Korea
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3637528.3671668
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5. Evolution and market behavior
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