Reinforcement learning with maskable stock representation for portfolio management in customizable stock pools
Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits. Reinforcement learning (RL) has recently shown its potential to train profitable agents for PM through interacting with...
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Main Authors: | ZHANG, Wentao, ZHAO, Yilei, SUN, Shuo, YING, Jie, XIE, Yonggang, SONG, Zitao, WANG, Xinrun, AN, Bo |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2024
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Online Access: | https://ink.library.smu.edu.sg/sis_research/9126 https://ink.library.smu.edu.sg/context/sis_research/article/10129/viewcontent/3589334.3645615_pvoa_cc_by__1_.pdf |
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Institution: | Singapore Management University |
Language: | English |
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