Comparing Deep RL and Traditional Financial Portfolio Methods (ECML PKDD 2023 - MIDAS Slides)
Deep reinforcement learning (DRL) surpasses traditional methods in portfolio management, offering better risk-adjusted return and Sharpe ratio.
Featured in No. 17 on 28 Sep 2023 · 4 days after release · 0 citations today
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- 24 Sep 2023
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- No. 17 · 28 Sep 2023
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- SSRN 4581947
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