Investment Biases in Reinforcement Learning-based Financial Portfolio Management.
Zhenhan HuangFumihide TanakaPublished in: SICE (2022)
Keyphrases
- portfolio management
- reinforcement learning
- portfolio optimization
- asset allocation
- financial data
- sharpe ratio
- portfolio selection
- transaction costs
- decision making
- robust optimization
- problems involving
- learning algorithm
- risk management
- stock price
- stock market
- investment decisions
- dynamic programming
- financial markets
- bi objective
- factor analysis
- optimal policy
- collaborative filtering