Deep Reinforcement Learning for Asset Allocation: Reward Clipping.
Jiwon KimMoon-Ju KangKangHun LeeHyungJun MoonBo-Kwan JeonPublished in: CoRR (2023)
Keyphrases
- reinforcement learning
- asset allocation
- portfolio management
- model free
- state space
- stock market
- optimal policy
- average reward
- markov decision processes
- quadratic optimization
- optimal portfolio
- reward function
- reinforcement learning algorithms
- principal component analysis
- learning agent
- machine learning
- artificial intelligence
- genetic algorithm