Optimal mean-variance portfolio selection with mean-field reinforcement learning
We study the mean-variance portfolio selection problem which is important in the finance field. The objective of the mean-variance portfolio selection problem is to find an optimal allocation strategy that achieves a great balance between expected return and risk. Because of the non-separable varian...
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2023
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/166475 |
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