Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning.
Yifan ZhangPeilin ZhaoQingyao WuBin LiJunzhou HuangMingkui TanPublished in: CoRR (2020)
Keyphrases
- cost sensitive
- portfolio selection
- reinforcement learning
- cost sensitive learning
- multi class
- misclassification costs
- cost sensitive classification
- active learning
- class distribution
- robust optimization
- financial markets
- naive bayes
- multiple objectives
- machine learning
- optimal policy
- support vector
- decision trees
- learning algorithm
- natural language processing
- learning process
- feature vectors
- information retrieval
- neural network