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Dynamic Portfolio Management Based on Pair Trading and Deep Reinforcement Learning.

Fucui XuShan Tan
Published in: CIIS (2020)
Keyphrases
  • portfolio management
  • reinforcement learning
  • portfolio selection
  • portfolio optimization
  • financial data
  • machine learning
  • learning algorithm
  • genetic algorithm
  • mathematical programming
  • factor analysis
  • sharpe ratio