What is the value of the cross-sectional approach to deep reinforcement learning?
Amine Mohamed Aboussalah, Ziyun Xu and Chi-Guhn Lee
| Year of publication: |
2022
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|---|---|
| Authors: | Aboussalah, Amine Mohamed ; Xu, Ziyun ; Lee, Chi-Guhn |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 6, p. 1091-1111
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| Subject: | Portfolio optimization | Deep learning | Reinforcement learning | Computational finance | Convolutional neural networks | Cross-sectional analysis | Optimal policies | Portfolio allocation | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Theorie | Theory | Lernprozess | Learning process | Lernen | Learning | Mathematische Optimierung | Mathematical programming | Querschnittsanalyse | Cross-section analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.2001032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367887