Ghost Expectation Point with Deep Reinforcement Learning in Financial Portfolio Management.
Xuting YangRuoyu SunXiaotian RenAngelos StefanidisFengchen GuJionglong SuPublished in: CyberC (2022)
Keyphrases
- portfolio management
- reinforcement learning
- portfolio optimization
- financial data
- portfolio selection
- transaction costs
- decision making
- sharpe ratio
- learning algorithm
- stock market
- problems involving
- signal processing
- machine learning
- factor analysis
- stock price
- risk management
- optimization algorithm
- simulated annealing