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Feature Transformation and Simulation of Short Term Price Variability in Reinforcement Learning for Portfolio Management.
Yen-Chih Lin
Jeremy Blum
Published in:
SpringSim (2020)
Keyphrases
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short term
portfolio management
long term
reinforcement learning
feature transformation
stock market
portfolio optimization
linear classifiers
financial data
scale invariant
portfolio selection
speaker identification
machine learning
discriminant analysis