Portfolio management system in equity market neutral using reinforcement learning.
Mu-En WuJia-Hao SyuJerry Chun-Wei LinJan-Ming HoPublished in: Appl. Intell. (2021)
Keyphrases
- management system
- reinforcement learning
- market data
- stock market
- portfolio management
- decision making
- portfolio optimization
- function approximation
- asset allocation
- decision support system
- investment strategies
- database management systems
- learning algorithm
- multi agent
- financial markets
- reinforcement learning algorithms
- financial data
- stock price
- state space
- portfolio selection
- action selection
- optimal policy
- neural network
- model free
- robotic control
- dynamic programming
- electronic markets
- relational databases
- stock exchange
- long term
- decision makers
- machine learning
- business opportunities
- supply chain
- short term
- electricity markets
- markov decision processes
- learning process
- learning tasks