Login / Signup

From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization.

Zitao SongYining WangPin QianSifan SongFrans CoenenZhengyong JiangJionglong Su
Published in: Appl. Intell. (2023)
Keyphrases
  • model free reinforcement learning
  • portfolio optimization
  • multi objective
  • neural network
  • optimization algorithm
  • monte carlo
  • risk management
  • network design