Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods
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DOI: 10.2139/ssrn.4346043
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More about this item
Keywords
Asset Allocation; Reinforcement Learning; Machine Learning; Portfolio Theory; Diversification;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-06-26 (Big Data)
- NEP-CMP-2023-06-26 (Computational Economics)
- NEP-FMK-2023-06-26 (Financial Markets)
- NEP-IFN-2023-06-26 (International Finance)
- NEP-RMG-2023-06-26 (Risk Management)
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