Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Cong Ma, Shijing Nan
| Year of publication: |
2024
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|---|---|
| Authors: | Ma, Cong ; Nan, Shijing |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 63.2024, Art.-No. 105373, p. 1-12
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| Subject: | Deep reinforcement learning | Graph Convolutional Neural Networks | Portfolio management | Time-frequency relationship | Wavelet coherence | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Graphentheorie | Graph theory | Algorithmus | Algorithm | Lernen | Learning | Korrelation | Correlation | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531565