A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management.
Zhenhan HuangFumihide TanakaPublished in: CoRR (2021)
Keyphrases
- portfolio management
- multi agent reinforcement learning
- portfolio optimization
- financial data
- portfolio selection
- multi agent
- multi agent learning
- learning agents
- transaction costs
- sharpe ratio
- reinforcement learning
- multi agent systems
- stochastic games
- decision making
- risk management
- data mining
- non stationary
- optimization problems
- stock exchange
- learning process
- optimal solution
- knowledge base