A Mean-VaR Based Deep Reinforcement Learning Framework for Practical Algorithmic Trading

Author:

Jin Boyi1ORCID

Affiliation:

1. School of Insurance, Shandong University of Finance and Economic, Jinan, China

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

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

Reference57 articles.

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5. A very brief introduction to deep reinforcement learning;gil,2017

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