Sign in
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management.
Saeed Marzban
Erick Delage
Jonathan Yu-Meng Li
Jeremie Desgagne-Bouchard
Carl Dussault
Published in:
Oper. Res. Lett. (2023)
Keyphrases
</>
genetic algorithm
portfolio management
reinforcement learning
optimal policy
deep learning
portfolio selection
portfolio optimization
social networks
state space
financial data
network design
machine learning
learning algorithm
markov decision processes
network structure
network architecture