A Deep Reinforcement Learning Approach to Asset-Liability Management.
Alan FontouraDiego Barreto HaddadEduardo BezerraPublished in: BRACIS (2019)
Keyphrases
- asset liability management
- reinforcement learning
- stochastic programming
- linear program
- function approximation
- reinforcement learning algorithms
- model free
- multi agent
- dynamic programming
- state space
- temporal difference
- markov decision processes
- optimal policy
- machine learning
- open source
- expert systems
- case study
- learning algorithm