Optimization-based spectral end-to-end deep reinforcement learning for equity portfolio management
Pengrui Yu, Siya Liu, Chengneng Jin, Runsheng Gu, Xiaomin Gong
| Year of publication: |
2025
|
|---|---|
| Authors: | Yu, Pengrui ; Liu, Siya ; Jin, Chengneng ; Gu, Runsheng ; Gong, Xiaomin |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 91.2025, Art.-No. 102746, p. 1-19
|
| Subject: | Deep reinforcement learning | End-to-end | Equity portfolio optimization | Spectral analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Lernen | Learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2025.102746 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015404965