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Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management

1 February 2024

Papers citing "Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management"

3 / 3 papers shown

Title
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
Addressing Function Approximation Error in Actor-Critic Methods Scott Fujimoto H. V. Hoof David Meger OffRL 182 5,204 0 26 Feb 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