Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
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Cited by:
- Daniil Karzanov & Rub'en Garz'on & Mikhail Terekhov & Caglar Gulcehre & Thomas Raffinot & Marcin Detyniecki, 2025. "Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards," Papers 2502.02619, arXiv.org.
- Kansuda Pankwaen & Sukrit Thongkairat & Worrawat Saijai, 2025. "Global Cross-Market Trading Optimization Using Iterative Combined Algorithm: A Multi-Asset Approach with Stocks and Cryptocurrencies," Mathematics, MDPI, vol. 13(8), pages 1-27, April.
- Chung I Lu & Julian Sester, 2024. "Generative model for financial time series trained with MMD using a signature kernel," Papers 2407.19848, arXiv.org, revised Dec 2024.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-08-21 (Big Data)
- NEP-CMP-2023-08-21 (Computational Economics)
- NEP-FMK-2023-08-21 (Financial Markets)
- NEP-UPT-2023-08-21 (Utility Models and Prospect Theory)
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