SSRNTrading, Microstructure & Execution
A&I Trader: Integrating Industry Effect into Reinforcement Learning for Balanced Portfolio Management
Reinforcement Learning for Portfolio Management: AI Trader, a model based on reinforcement learning, shows superior risk-gain performance in the Chinese market by incorporating industry effects.
Featured in No. 27 on 29 Nov 2023 · · 0 citations today
- Released
- 1 Aug 2023
- First featured
- No. 27 · 29 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4639685
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