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Uncertainty-Aware Portfolio Management With Risk-Sensitive Multiagent Network.

Kidon ParkHong-Gyu JungTae-San EomSeong-Whan Lee
Published in: IEEE Trans. Neural Networks Learn. Syst. (2024)
Keyphrases
  • portfolio management
  • risk sensitive
  • multi agent
  • optimal control
  • network architecture
  • utility function
  • expected utility
  • multi agent systems
  • reinforcement learning
  • model free
  • network design
  • financial data