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Combining Reinforcement Learning and Inverse Reinforcement Learning for
  Asset Allocation Recommendations

Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations

Social Science Research Network (SSRN), 2022
6 January 2022
I. Halperin
Jiayu Liu
Xiao Zhang
    AIFin
ArXiv (abs)PDFHTMLGithub

Papers citing "Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations"

2 / 2 papers shown
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
Daniil Karzanov
Rubén Garzón
Mikhail Terekhov
Çağlar Gülçehre
Thomas Raffinot
Marcin Detyniecki
145
1
0
04 Feb 2025
Data Cross-Segmentation for Improved Generalization in Reinforcement
  Learning Based Algorithmic Trading
Data Cross-Segmentation for Improved Generalization in Reinforcement Learning Based Algorithmic Trading
Vikram Duvvur
Aashay Mehta
Edward W. Sun
Bo Wu
Ken Yew Chan
J. Schneider
AIFin
256
1
0
18 Jul 2023
1
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