Reinforcement learning for deep portfolio optimization
Portfolio optimization is an important financial task that has received widespread attention in the field of artificial intelligence. In this paper, a novel deep portfolio optimization (DPO) framework was proposed, combining deep learning and reinforcement learning with modern portfolio theory. DPO...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-09-01
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| Series: | Electronic Research Archive |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/era.2024239 |
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