Portfolio Management System with Reinforcement Learning.
Jia-Hao SyuMu-En WuJan-Ming HoPublished in: SMC (2020)
Keyphrases
- management system
- reinforcement learning
- function approximation
- reinforcement learning algorithms
- learning algorithm
- state space
- multi agent
- model free
- database
- decision support system
- database management systems
- action selection
- optimal control
- multi agent reinforcement learning
- dynamic programming
- learning process
- optimal policy
- markov decision processes
- reinforcement learning methods
- supervised learning
- active learning
- portfolio management
- learning capabilities
- robotic control
- action space
- market data
- belief state
- temporal difference
- learning problems
- monte carlo
- machine learning
- data sets