Deep Reinforcement Learning: Extending Traditional Financial Portfolio Methods
The paper suggests that deep reinforcement learning can potentially improve traditional portfolio allocation strategies by incorporating contextual data and future rewards.
Featured in No. 43 on 3 Apr 2024 · 2 days after release · 1 citation today
- Released
- 1 Apr 2024
- First featured
- No. 43 · 3 Apr 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4780026
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