Cardinality and Bounding Constrained Portfolio Optimization Using Safe Reinforcement Learning
Author:
Affiliation:
1. University of Nottingham Ningbo China,School of Computer Science,Ningbo,China
2. University of Birmingham,School of Mathematics,Birmingham,UK
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx8/10649807/10649898/10651491.pdf?arnumber=10651491
Reference45 articles.
1. Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
2. The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China
3. Resampling Techniques Study on Class Imbalance Problem in Credit Risk Prediction
4. A combinatorial algorithm for the cardinality constrained portfolio optimization problem
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