Deep Deterministic Portfolio Optimization

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading environments. The environments are chosen such that an optimal or close...

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Bibliographische Detailangaben

Hauptverfasser:	Chaouki, Ayman, Hardiman, Stephen, Schmidt, Christian, Sérié, Emmanuel, de Lataillade, Joachim
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Quantitative Finance - Mathematical Finance
Online-Zugang:	Volltext bestellen
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