Keyphrases
- portfolio optimization
- stock market
- reinforcement learning
- stock price
- portfolio management
- stock exchange
- short term
- portfolio selection
- problems involving
- factor analysis
- robust optimization
- optimal policy
- risk management
- non stationary
- investment decisions
- financial time series
- bi objective
- news articles
- financial markets
- financial data
- historical data
- optimization methods
- state space
- machine learning
- trading systems
- dynamic programming
- particle swarm optimization
- sharpe ratio
- exchange rate