SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Deep reinforcement learning for portfolio management · Study

ArticleShelves

ArticleDeep reinforcement learning for portfolio management

Shantian Yang2023

Article2023

Deep reinforcement learning for portfolio management

45 citations·0/0 files stored·Knowledge-Based Systems

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stock Market Forecasting Methods Reinforcement Learning in Robotics Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 45 citations exist upstream.

References

2010The Properties of Equally Weighted Risk Contribution Portfolios 2015Sentiment analysis on social media for stock movement prediction 2003Efficient market hypothesis and forecasting 2020Mean–variance portfolio optimization using machine learning-based stock price prediction 2020Portfolio optimization with return prediction using deep learning and machine learning 2006Algorithms for portfolio management based on the Newton method 2020Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States 2009Prediction-based portfolio optimization model using neural networks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2023Online portfolio management via deep reinforcement learning with high-frequency dataarticle · 4 shared references 2022Mean–variance portfolio optimization with deep learning based-forecasts for cointegrated stocksarticle · 3 shared references 2022Construction of stock portfolios based on k-means clustering of continuous trend featuresarticle · 3 shared references 2023Financial applications of machine learning: A literature reviewarticle · 2 shared references 2011CORNarticle · 2 shared references 2023Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock marketsarticle · 2 shared references

Details

Year2023

Typearticle

Published2023-08-18

VenueKnowledge-Based Systems

ISSN-L0950-7051

Languageen

Citations45

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1016/j.knosys.2023.110905

openalex_workW4385989154

Links

Imported from OpenAlex (CC0) — nothing here is generated.