Portfolio management based on a reinforcement learning framework
Wu Junfeng, Li Yaoming, Tan Wenqing, Chen Yun
| Year of publication: |
2024
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|---|---|
| Authors: | Wu, Junfeng ; Li, Yaoming ; Wenqing, Tan ; Chen, Yun |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 7, p. 2792-2808
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| Subject: | deep learning | dynamic portfolio management | feature extraction network | proximal policy optimization | reinforcement learning | 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: | 10.1002/for.3155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015110562