Deep Deterministic Portfolio Optimization.

Ayman Chaouki Stephen Hardiman Christian Schmidt Emmanuel Sérié Joachim De Lataillade

Published in: CoRR (2020)

Keyphrases

portfolio optimization
portfolio management
portfolio selection
stock market
problems involving
factor analysis
risk management
robust optimization
bi objective
stock exchange
optimization methods
stock price
signal processing
simulated annealing
mathematical programming