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New reinforcement learning based on representation transfer for portfolio management.

Wen JiangMengyang LiuMingyan XuShuoru ChenKai ShiPingping LiuCaiming ZhangFeng Zhao
Published in: Knowl. Based Syst. (2024)
Keyphrases
  • portfolio management
  • reinforcement learning
  • transfer learning
  • portfolio optimization
  • machine learning
  • factor analysis
  • genetic algorithm
  • optimal policy
  • portfolio selection