Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach
Tianxiang Cui, Nanjiang Du, Xiaoying Yang, Shusheng Ding
| Year of publication: |
2024
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|---|---|
| Authors: | Cui, Tianxiang ; Du, Nanjiang ; Yang, Xiaoying ; Ding, Shusheng |
| Published in: |
Technological forecasting and social change : an international journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 0040-1625, ZDB-ID 2015184-6. - Vol. 198.2024, Art.-No. 122944, p. 1-11
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| Subject: | Decision making | Portfolio optimization | Uncertainty | Deep reinforcement learning | Hyper-heuristic | Portfolio-Management | Portfolio selection | Theorie | Theory | Lernen | Learning | 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.techfore.2023.122944 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015076393