Mercury: A Deep Reinforcement Learning-Based Investment Portfolio Strategy for Risk-Return Balance.
Zeng-Liang BaiYa-Ning ZhaoZhigang ZhouWen-Qin LiYang-Yang GaoYing TangLong-Zheng DaiYi-You DongPublished in: IEEE Access (2023)
Keyphrases
- investment strategies
- reinforcement learning
- sharpe ratio
- stock market
- portfolio management
- trading strategies
- investment decisions
- portfolio optimization
- stock exchange
- financial markets
- stock price
- function approximation
- asset allocation
- decision making
- portfolio selection
- supervised learning
- state space
- optimal portfolio
- optimal control
- neural network
- deep learning
- markov decision processes
- optimal policy
- multi agent
- market data