LEARNING
Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)
Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay
- 发表年份
- 2020
- 引用次数
- 2
关键词
Reinforcement learningEfficient frontierComputer sciencePortfolio optimizationArtificial intelligenceDiversification (marketing strategy)Asset allocationBridge (graph theory)Optimization problemPortfolio
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