Dirichlet policies for reinforced factor portfolios

10 November 2020

Papers citing "Dirichlet policies for reinforced factor portfolios"

2 / 2 papers shown

Title
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning David Winkel Niklas Strauß Matthias Schubert Thomas Seidl 24 1 0 16 Apr 2024
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning Haoran Wang S. Yu AIFin 27 13 0 19 May 2021