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Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States.
Yunan Ye
Hengzhi Pei
Boxin Wang
Pin-Yu Chen
Yada Zhu
Ju Xiao
Bo Li
Published in:
AAAI (2020)
Keyphrases
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portfolio management
asset allocation
reinforcement learning
transaction costs
portfolio selection
portfolio optimization
sharpe ratio
financial data
decision making
learning algorithm
financial time series
data mining
genetic algorithm
dynamic programming
decision makers