Mercury: A Deep Reinforcement Learning-Based Investment Portfolio Strategy for Risk-Return Balance

Author:

Bai Zeng-Liang1ORCID,Zhao Ya-Ning1ORCID,Zhou Zhi-Gang1ORCID,Li Wen-Qin1,Gao Yang-Yang1,Tang Ying1,Dai Long-Zheng1ORCID,Dong Yi-You1

Affiliation:

1. School of Information, Shanxi University of Finance and Economics, Taiyuan, China

Funder

National Science Foundation of China

Philosophy and Social Science Planning Project of Shanxi Province

Key Project of “New Infrastructure and Informationization” for Higher Education by China Education Technology Association

Fundamental Research Program of Shanxi Province

Youth Scientific Research Foundation of Shanxi University of Finance and Economics

Scientific and Technology Innovation Programs of Higher Education Institutions in Shanxi

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering

Reference40 articles.

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2. A deep learning ensemble to predict energy price direction and volatility on the asset financial market;david;FUPRE J Sci Ind Res,2023

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4. Forecasting Asset Dependencies to Reduce Portfolio Risk

5. PredRNN++: Towards a resolution of the deep-in-time dilemma in spatiotemporal predictive learning;wang;Proc Int Conf Mach Learn,2018

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