Global Cross-Market Trading Optimization Using Iterative Combined Algorithm: A Multi-Asset Approach with Stocks and Cryptocurrencies

This study presents an advanced adaptive trading framework that integrates Deep Reinforcement Learning (DRL) with the Iterative Model Combining Algorithm (IMCA) to overcome the critical limitations of static ensemble methods in global portfolio optimization. Using a diverse cross-market dataset of 3...

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Bibliographic Details
Main Authors: Kansuda Pankwaen, Sukrit Thongkairat, Worrawat Saijai
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/8/1317
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