Management of investment portfolios employing reinforcement learning.
Gustavo Carvalho SantosDaniel GarrutiFlavio BarbozaKamyr Gomes de SouzaJean Carlos DomingosAntônio VeigaPublished in: PeerJ Comput. Sci. (2023)
Keyphrases
- reinforcement learning
- decision making
- management system
- venture capital
- machine learning
- information systems
- function approximation
- data sets
- investment decisions
- optimal policy
- neural network
- return on investment
- information management
- knowledge management
- supply chain
- state space
- decision support
- data processing
- optimal control
- long run
- model free
- reinforcement learning algorithms
- reinforcement learning methods
- investment strategies
- policy search
- case study
- coal mine safety