WaveCorr : deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
| Year of publication: |
2023
|
|---|---|
| Authors: | Marzban, Saeed ; Delage, Erick ; Li, Jonathan Yu-Meng ; Desgagne-Bouchard, Jeremie ; Dussault, Carl |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 51.2023, 6, p. 680-686
|
| Subject: | Deep learning | Permutation invariance | Portfolio optimization | Reinforcement learning | Experiment | Theorie | Theory | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Lernen | Learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2023.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465889