Online Optimal Investment Portfolio Model Based on Deep Reinforcement Learning.
Ni GaoYiyue HeYuming JiaoZhuo ChangPublished in: ICMLC (2021)
Keyphrases
- reinforcement learning
- optimal portfolio
- optimal control
- model free
- decision making
- dynamic programming
- portfolio selection
- asset allocation
- portfolio management
- online learning
- expected utility
- real time
- learning algorithm
- average reward reinforcement learning
- optimal solution
- function approximation
- multi agent
- machine learning
- decision theory
- supervised learning
- state space
- social media
- return on investment
- multi agent reinforcement learning
- initially unknown
- market data