Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization.
Fernando AceroParisa ZehtabiNicolas MarchesottiMichael CashmoreDaniele MagazzeniManuela VelosoPublished in: CoRR (2024)
Keyphrases
- portfolio optimization
- reinforcement learning
- portfolio selection
- portfolio management
- risk management
- bi objective
- problems involving
- factor analysis
- investment decisions
- robust optimization
- stock price
- stock market
- stock exchange
- optimization methods
- machine learning
- efficient solutions
- optimal policy
- dynamic programming
- learning algorithm
- financial markets
- unsupervised learning
- long term
- genetic algorithm