Incremental Reinforcement Learning for Portfolio Optimisation

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...

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Bibliographic Details
Main Authors:	Refiloe Shabe, Andries Engelbrecht, Kian Anderson
Format:	Article
Language:	English
Published:	MDPI AG 2025-06-01
Series:	Computers
Subjects:	portfolio optimisation reinforcement learning incremental learning recurrent neural networks long short-term memory networks
Online Access:	https://www.mdpi.com/2073-431X/14/7/242
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