Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (Extended Abstract).
Yifan ZhangPeilin ZhaoQingyao WuBin LiJunzhou HuangMingkui TanPublished in: ICDE (2023)
Keyphrases
- extended abstract
- cost sensitive
- portfolio selection
- reinforcement learning
- multi class
- misclassification costs
- cost sensitive classification
- cost sensitive learning
- active learning
- naive bayes
- financial markets
- learning algorithm
- class distribution
- optimal policy
- multiple objectives
- dynamic programming
- robust optimization
- optimal portfolio
- text classification
- linear programming
- classification accuracy
- bayesian networks