Deep Deterministic Policy Gradient for Portfolio Management.
Firdaous KhemlichiHiba ChougradYouness Idrissi KhamlichiAbdessamad el BoushakiSafae Elhaj Ben AliPublished in: CIST (2021)
Keyphrases
- portfolio management
- policy gradient
- portfolio optimization
- portfolio selection
- reinforcement learning
- optimal control
- financial data
- function approximation
- transaction costs
- reinforcement learning algorithms
- gradient method
- decision making
- variance reduction
- factor analysis
- collaborative filtering
- neural network
- model free