A2GAN: A Deep Reinforcement-Based Learning Algorithm for Risk-Aware in Finance.
Le Pham TuyenCheolkyun RhoYelin MinSungreong LeeDaewoo ChoiPublished in: IEEE Access (2021)
Keyphrases
- learning algorithm
- reinforcement learning
- portfolio management
- training data
- machine learning
- machine learning algorithms
- active learning
- fitted q iteration
- risk factors
- supervised learning
- risk assessment
- minimum risk
- decision making
- high risk
- computational intelligence
- learning problems
- learning models
- generalization ability
- back propagation
- risk measures
- learning scheme
- financial services
- risk management
- reinforcement learning algorithms
- model free
- risk averse
- classification algorithm
- risk analysis
- learning tasks
- sample complexity
- generalization error
- learning process
- rbf network
- artificial intelligence