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FreQuant: A Reinforcement-Learning based Adaptive Portfolio Optimization with Multi-frequency Decomposition.
Jihyeong Jeon
Jiwon Park
Chanhee Park
U Kang
Published in:
KDD (2024)
Keyphrases
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portfolio optimization
reinforcement learning
portfolio management
portfolio selection
stock market
problems involving
machine learning
stock price
robust optimization
bi objective
optimization methods
risk management
factor analysis
learning algorithm
multistage
dynamic programming
search space
decision making