Evolutionary meta reinforcement learning for portfolio optimization.
Myoung Hoon HaSeung-geun ChiSangyeop LeeYujin ChaByung-Ro MoonPublished in: GECCO (2021)
Keyphrases
- portfolio optimization
- reinforcement learning
- portfolio selection
- portfolio management
- risk management
- factor analysis
- problems involving
- optimization methods
- robust optimization
- genetic algorithm
- bi objective
- stock market
- stock price
- stock exchange
- data mining
- optimization problems
- linear programming
- optimal policy
- machine learning