WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio
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WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management

14 September 2021

Jonathan Yu-Meng Li

J. Desgagne-Bouchard

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Papers citing "WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management"

8 / 8 papers shown

Title
Permutation Invariant Policy Optimization for Mean-Field Multi-Agent Reinforcement Learning: A Principled Approach Yan Li Lingxiao Wang Jiachen Yang Ethan Wang Zhaoran Wang T. Zhao H. Zha 45 22 0 18 May 2021
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning D. Cai Shiau Hong Lim L. Wynter 103 4 0 18 Feb 2021
Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning Yifan Zhang P. Zhao Qingyao Wu Bin Li Junzhou Huang Mingkui Tan OOD 130 96 0 06 Mar 2020
An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling Shaojie Bai J. Zico Kolter V. Koltun DRL 97 4,832 0 04 Mar 2018
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem Zhengyao Jiang Dixing Xu Jinjun Liang OOD 62 347 0 30 Jun 2017
Deep Sets Manzil Zaheer Satwik Kottur Siamak Ravanbakhsh Barnabás Póczós Ruslan Salakhutdinov Alex Smola 418 2,473 0 10 Mar 2017
WaveNet: A Generative Model for Raw Audio Aaron van den Oord Sander Dieleman Heiga Zen Karen Simonyan Oriol Vinyals Alex Graves Nal Kalchbrenner A. Senior Koray Kavukcuoglu DiffM 406 7,405 0 12 Sep 2016
Deep Residual Learning for Image Recognition Kaiming He Xinming Zhang Shaoqing Ren Jian Sun MedIm 2.2K 194,322 0 10 Dec 2015