Deep Reinforcement Learning for ESG financial portfolio management.
Eduardo C. Garrido-MerchánSol Mora-Figueroa-Cruz-GuzmánMaria Coronado VacaPublished in: CoRR (2023)
Keyphrases
- portfolio management
- reinforcement learning
- portfolio optimization
- financial data
- portfolio selection
- transaction costs
- sharpe ratio
- decision making
- optimal policy
- machine learning
- factor analysis
- problems involving
- data mining
- risk management
- optimization methods
- stock market
- dynamic programming
- long term
- credit card
- financial time series