DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding.
Zhicheng WangBiwei HuangShikui TuKun ZhangLei XuPublished in: AAAI (2021)
Keyphrases
- portfolio management
- market conditions
- sharpe ratio
- reinforcement learning
- portfolio optimization
- portfolio selection
- dynamic pricing
- transaction costs
- financial data
- state space
- decision making
- factor analysis
- stock market
- multi agent
- cost function
- optimal policy
- risk management
- stock exchange
- long term
- optimal capacity