Continuous control with Stacked Deep Dynamic Recurrent Reinforcement Learning for portfolio optimization.
Amine Mohamed AboussalahChi-Guhn LeePublished in: Expert Syst. Appl. (2020)
Keyphrases
- portfolio optimization
- reinforcement learning
- portfolio selection
- learning algorithm
- portfolio management
- stock exchange
- stock market
- factor analysis
- machine learning
- case based reasoning
- software engineering
- optimization methods
- risk management
- problems involving
- evolutionary algorithm
- objective function
- decision making