Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations.
Igor HalperinJiayu LiuXiao ZhangPublished in: CoRR (2022)
Keyphrases
- inverse reinforcement learning
- partially observable environments
- reinforcement learning
- reward function
- asset allocation
- temporal difference
- portfolio management
- reinforcement learning algorithms
- preference elicitation
- state space
- function approximation
- partially observable
- action selection
- multi agent
- dynamic programming
- machine learning
- control policies
- artificial intelligence
- learning algorithm
- genetic algorithm