Incremental Reinforcement Learning for Portfolio Optimisation
Portfolio optimisation is a crucial decision-making task. Traditionally static, this problem is more realistically addressed as dynamic, reflecting frequent trading within financial markets. The dynamic nature of the portfolio optimisation problem makes it susceptible to rapid market changes or fina...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
|
| Series: | Computers |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-431X/14/7/242 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|