---
title: Reinforcement Learning for Financial Index Tracking
url: https://www.ml-quant.com/papers/ssrn/4532072/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4532072
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4532072
featured: 2023-08-09
citations: 1
topic: ML & AI Methods
---


# Reinforcement Learning for Financial Index Tracking

Reinforcement Learning and Deep RL Method: A new model for tracking financial indices has been proposed, which improves on existing models by including market information variables, exact transaction cost calculation, and new decision variables for cash injection or withdrawal.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4532072
- Identifier: SSRN 4532072
- Released: 2023-07-27
- First featured: Quant Letter No. 11 (2023-08-09): https://www.ml-quant.com/issues/2023-08-09/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: ML & AI Methods

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