Applications of Markov Decision Process Model and Deep Learning in Quantitative Portfolio Management during the COVID-19 Pandemic.
Han YueJiapeng LiuQin ZhangPublished in: Syst. (2022)
Keyphrases
- process model
- deep learning
- portfolio management
- markov decision
- production system
- portfolio selection
- portfolio optimization
- unsupervised learning
- process mining
- machine learning
- business processes
- business process
- transaction costs
- petri net
- factor analysis
- financial data
- mental models
- weakly supervised
- training data
- model selection
- semi supervised
- information retrieval