Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach.

Ali Alameer Khaled Al Shehri

Published in: CCTA (2022)

Keyphrases

reinforcement learning
function approximation
quantitative and qualitative
model free
learning algorithm
learning process
state space
markov decision processes
optimal control
reinforcement learning algorithms
function approximators
quantitative measures
information systems
case study
robotic control