A reinforcement learning algorithm for trading commodities

Federico Giorgi, Stefano Herzel and Paolo Pigato

Year of publication:	[2023]
Authors:	Giorgi, Federico ; Herzel, Stefano ; Pigato, Paolo
Publisher:	[Rom] : CEIS Tor Vergata
Subject:	Portfolio Optimization \| Reinforcement Learning \| SARSA \| Commodities \| Threshold Models \| Portfolio-Management \| Portfolio selection \| Lernen \| Learning \| Lernprozess \| Learning process \| Theorie \| Theory \| Algorithmus \| Algorithm

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