Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning.
Haoran WangShi YuPublished in: ICMLA (2021)
Keyphrases
- reinforcement learning
- decision making
- optimization process
- optimization algorithm
- global optimization
- function approximation
- data sets
- learning algorithm
- multi agent
- real time
- return on investment
- temporal difference learning
- discrete optimization
- reinforcement learning algorithms
- optimal control
- learning problems
- combinatorial optimization
- transfer learning
- state space
- support vector