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A Selective Portfolio Management Algorithm with Off-Policy Reinforcement Learning Using Dirichlet Distribution.
Hyunjun Yang
Hyeonjun Park
Kyungjae Lee
Published in:
Axioms (2022)
Keyphrases
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knapsack problem
optimal solution
reinforcement learning
learning algorithm
objective function
portfolio management
genetic algorithm
high dimensional
k means
expectation maximization
parameter estimation
clustering method