WaveCorr : deep reinforcement learning with permutation invariant policy networks for portfolio management
Year of publication: |
[2021]
|
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Authors: | Marzban, Saeed ; Delage, Erick ; Li, Jonathan Yumeng ; Desgagne-Bouchard, Jeremie ; Dussault, Carl |
Publisher: |
Montréal (Québec), Canada : GERAD, HÉC Montréal |
Subject: | Transboundary pollution | differential games | clean technologies | numerical methods | Portfolio-Management | Portfolio selection | Spieltheorie | Game theory | Grenzüberschreitende Umweltbelastung | Lernprozess | Learning process | Umwelttechnik | Environmental technology | Internationale Umweltpolitik | International environmental policy |
Extent: | 1 Online-Ressource (circa 21 Seiten) Illustrationen |
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Series: | Les cahiers du GERAD. - Montréal (Québec), Canada : GERAD, HÉC Montréal, ZDB-ID 3026340-2. - Vol. G-2021, 78 (December 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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