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Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and Constraints.

Jingyi GuWenlu DuA M. Muntasir RahmanGuiling Wang
Published in: ICAIF (2023)
Keyphrases
  • reinforcement learning
  • portfolio management
  • data mining
  • objective function
  • support vector
  • dynamic programming
  • non stationary
  • problems involving