LEARNING
Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)
Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay
- Year
- 2020
- Citations
- 2
Keywords
Reinforcement learningEfficient frontierComputer sciencePortfolio optimizationArtificial intelligenceDiversification (marketing strategy)Asset allocationBridge (graph theory)Optimization problemPortfolio
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