Deep Reinforcement Learning for Asset Allocation in US Equities

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of research for financial problems. Asset allocation, where the g...

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Hauptverfasser:	Alonso, Miquel Noguer i, Srivastava, Sonam
Format:	Artikel
Sprache:	eng
Schlagworte:	Quantitative Finance - Computational Finance Quantitative Finance - Portfolio Management
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