Does reinforcement learning outperform deep learning and traditional portfolio optimization models in frontier and developed financial markets?
Year of publication: |
2023
|
---|---|
Authors: | Vu Minh Ngo ; Huan H. Nguyen ; Nguyen Phuc Van |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-27
|
Subject: | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Theorie | Theory | Finanzmarkt | Financial market | Lernen | Learning |
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