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Benchmarking Robustness of Deep Reinforcement Learning approaches to
  Online Portfolio Management

Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management

19 June 2023
Marc Velay
Bich-Liên Doan
Arpad Rimmel
Fabrice Popineau
Fabrice Daniel
ArXivPDFHTML

Papers citing "Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management"

2 / 2 papers shown
Title
Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for
  Portfolio Management
Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management
Gang Hu
Ming Gu
28
0
0
08 May 2024
Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning
Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning
Yifan Zhang
P. Zhao
Qingyao Wu
Bin Li
Junzhou Huang
Mingkui Tan
OOD
65
95
0
06 Mar 2020
1