Deep Reinforcement Learning (DRL) for Portfolio Allocation.
Eric BenhamouDavid SaltielJean-Jacques OhanaJamal AtifRida LarakiPublished in: ECML/PKDD (5) (2020)
Keyphrases
- reinforcement learning
- function approximation
- robotic control
- state space
- reinforcement learning algorithms
- optimal allocation
- markov decision processes
- dynamic allocation
- machine learning
- multi agent reinforcement learning
- temporal difference learning
- portfolio selection
- model free
- deep learning
- action selection
- learning algorithm
- learning problems
- optimal policy
- learning process
- decision making
- data sets
- resource allocation
- partially observable
- social welfare
- dynamic programming
- multi agent
- policy search
- allocation strategy
- market data
- allocation problems
- neural network