Hypergraph-Based Reinforcement Learning for Stock Portfolio Selection.
Xiaojie LiChaoran CuiDonglin CaoJuan DuChunyun ZhangPublished in: ICASSP (2022)
Keyphrases
- portfolio selection
- reinforcement learning
- financial markets
- multistage stochastic
- transaction costs
- stock market
- portfolio management
- portfolio optimization
- stock price
- state space
- optimal policy
- robust optimization
- optimal portfolio
- dynamic programming
- decision support system
- data warehouse
- np hard
- pairwise
- objective function
- learning algorithm
- machine learning