What is the value of the cross-sectional approach to deep reinforcement learning?
Year of publication: |
2022
|
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Authors: | Aboussalah, Amine Mohamed ; Xu, Ziyun ; Lee, Chi-Guhn |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 6, p. 1091-1111
|
Subject: | Portfolio optimization | Deep learning | Reinforcement learning | Computational finance | Convolutional neural networks | Cross-sectional analysis | Optimal policies | Portfolio allocation | Theorie | Theory | Experiment | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Lernprozess | Learning process |
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