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Deep reinforcement learning for portfolio management
[article]
2022
arXiv
pre-print
In our paper, we apply deep reinforcement learning approach to optimize investment decisions in portfolio management. We make several innovations, such as adding short mechanism and designing an arbitrage mechanism, and applied our model to make decision optimization for several randomly selected portfolios. The experimental results show that our model is able to optimize investment decisions and has the ability to obtain excess return in stock market, and the optimized agent maintains the
arXiv:2012.13773v7
fatcat:vbgiqqg6lbfyphyd44ve7h7ymu