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

Zhenglong Li
Vincent Tam
Kwan L. Yeung
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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
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
Addressing Function Approximation Error in Actor-Critic Methods
Scott Fujimoto
H. V. Hoof
David Meger
OffRL
183
5,212
0
26 Feb 2018
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Zhengyao Jiang
Dixing Xu
Jinjun Liang
OOD
64
347
0
30 Jun 2017