Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management.

Marc VelayBich-Liên DoanArpad RimmelFabrice PopineauFabrice Daniel
Published in: INISTA (2023)
Keyphrases
  • portfolio management
  • reinforcement learning
  • data mining
  • machine learning
  • linear programming
  • face recognition
  • optimal solution
  • evolutionary algorithm