Large scale continuous-time mean-variance portfolio allocation via reinforcement learning

26 July 2019

Papers citing "Large scale continuous-time mean-variance portfolio allocation via reinforcement learning"

8 / 8 papers shown

Title
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 145 3 0 20 Aug 2024
Exploration versus exploitation in reinforcement learning: a stochastic control approach Haoran Wang T. Zariphopoulou X. Zhou 26 49 0 04 Dec 2018
Deep Reinforcement Learning that Matters Peter Henderson Riashat Islam Philip Bachman Joelle Pineau Doina Precup David Meger OffRL 114 1,940 0 19 Sep 2017
Benchmarking Deep Reinforcement Learning for Continuous Control Yan Duan Xi Chen Rein Houthooft John Schulman Pieter Abbeel OffRL 76 1,689 0 22 Apr 2016
Continuous control with deep reinforcement learning Timothy Lillicrap Jonathan J. Hunt Alexander Pritzel N. Heess Tom Erez Yuval Tassa David Silver Daan Wierstra 252 13,174 0 09 Sep 2015
End-to-End Training of Deep Visuomotor Policies Sergey Levine Chelsea Finn Trevor Darrell Pieter Abbeel BDL 253 3,418 0 02 Apr 2015
Variance-Constrained Actor-Critic Algorithms for Discounted and Average Reward MDPs Prashanth L.A. Mohammad Ghavamzadeh 54 69 0 25 Mar 2014
Variance Adjusted Actor Critic Algorithms Aviv Tamar Shie Mannor OffRL 71 43 0 14 Oct 2013