Sign in

Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio Selection.

Nicholas BaardTerence L. van Zyl
Published in: CIFEr (2022)
Keyphrases
  • cost function
  • portfolio selection
  • learning algorithm
  • optimization algorithm
  • np hard
  • dynamic programming
  • optimal solution
  • computational complexity
  • support vector
  • search space
  • worst case
  • monte carlo
  • policy gradient