Novel Deep Reinforcement Algorithm With Adaptive Sampling Strategy for Continuous Portfolio Optimization.
Szu-Hao HuangYu-Hsiang MiaoYi-Ting HsiaoPublished in: IEEE Access (2021)
Keyphrases
- learning algorithm
- sampling strategy
- optimal solution
- linear programming
- dynamic programming
- np hard
- k means
- particle swarm optimization
- optimization algorithm
- long term
- probabilistic model
- worst case
- simulated annealing
- reinforcement learning
- input data
- expectation maximization
- ant colony optimization
- knapsack problem
- sampling algorithm
- data mining