Dynamic portfolio rebalancing through reinforcement learning

Dynamic portfolio rebalancing through reinforcement learning

Portfolio managements in financial markets involve risk management strategies and opportunistic responses to individual trading behaviours. Optimal portfolios constructed aim to have a minimal risk with highest accompanying investment returns, regardless of market conditions. This paper focuses on p...

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التفاصيل البيبلوغرافية
المؤلفون الرئيسيون:	Lim, Eddy Qing Yang, Cao, Qi, Quek, Cai
مؤلفون آخرون:	School of Computer Science and Engineering
التنسيق:	مقال
اللغة:	English
منشور في:	2022
الموضوعات:	Engineering::Computer science and engineering Reinforcement Learning Dynamic Portfolio Rebalancing
الوصول للمادة أونلاين:	https://hdl.handle.net/10356/162716
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
المؤسسة:	Nanyang Technological University
اللغة:	English

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