Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning.
Wonsup ShinSeok-Jun BuSung-Bae ChoPublished in: CoRR (2019)
Keyphrases
- portfolio management
- portfolio optimization
- reinforcement learning
- sharpe ratio
- trading strategies
- trading agents
- financial data
- portfolio selection
- transaction costs
- stock market
- risk management
- decision making
- factor analysis
- problems involving
- supply chain management
- dynamic programming
- credit card
- neural network
- stock exchange
- short term
- supply chain
- long term
- multi agent
- machine learning