Risk aware portfolio construction using deep deterministic policy gradients.

Shashank Hegde Vishal Kumar Atul Singh

Published in: SSCI (2018)

Keyphrases

portfolio management
portfolio optimization
decision making
fluid model
efficient frontier
var model
risk management
market data
portfolio selection
deep learning
investment strategies
optimal policy
construction process
high risk
risk factors
risk assessment
factor analysis
asset allocation
decision support system