Ensemble Strategy Based on Deep Reinforcement Learning for Portfolio Optimization.
Xiao SuYalan ZhouShanshan HeXiangxia LiPublished in: KSEM (4) (2023)
Keyphrases
- portfolio optimization
- reinforcement learning
- portfolio selection
- portfolio management
- learning algorithm
- bi objective
- problems involving
- stock market
- neural network
- optimal policy
- risk management
- optimization methods
- stock price
- dynamic programming
- decision making
- machine learning
- multistage
- multi objective
- feature space
- trading strategies