A Deep Reinforcement Learning Approach for Portfolio Management in Non-Short-Selling Market
Reinforcement learning (RL) has been applied to financial portfolio management in recent years. Current studies mostly focus on profit accumulation without much consideration of risk. Some risk-return balanced studies extract features from price and volume data only, which is highly correlated and m...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | IET Signal Processing |
| Online Access: | http://dx.doi.org/10.1049/2024/5399392 |
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