Simul-RL Portfolio Framework: Black-Scholes-Merton and Reinforcement Learning for Asset Allocation
Asset allocation method using reinforcement learning is being actively researched. However, the existing asset allocation methods do not consider the following viewpoints in solving the asset allocation problem. First, State design without considering portfolio management and financial market charac...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10930927/ |
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