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Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for
  Portfolio Management

Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management

8 May 2024
Gang Hu
Ming Gu
ArXivPDFHTML

Papers citing "Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management"

1 / 1 papers shown
Title
Benchmarking Robustness of Deep Reinforcement Learning approaches to
  Online Portfolio Management
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
Marc Velay
Bich-Liên Doan
Arpad Rimmel
Fabrice Popineau
Fabrice Daniel
34
2
0
19 Jun 2023
1