Portfolio constructions in cryptocurrency market : a CVaR-based deep reinforcement learning approach
Tianxiang Cui, Shusheng Ding, Huan Jin, Yongmin Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Cui, Tianxiang ; Ding, Shusheng ; Jin, Huan ; Zhang, Yongmin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 119.2023, p. 1-9
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| Subject: | Portfolio optimization | Cryptocurrency market | Efficient frontier | Reinforcement learning | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Lernprozess | Learning process | Theorie | Theory | Lernen | Learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.106078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249655