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Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools.
Wentao Zhang
Yilei Zhao
Shuo Sun
Jie Ying
Yonggang Xie
Zitao Song
Xinrun Wang
Bo An
Published in:
WWW (2024)
Keyphrases
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portfolio management
reinforcement learning
stock market
transaction costs
stock price
portfolio optimization
financial data
dynamic programming
non stationary
portfolio selection
decision making
factor analysis