---
title: Comparing Deep RL and Traditional Financial Portfolio Methods (ECML PKDD 2023 - MIDAS Slides)
url: https://www.ml-quant.com/papers/ssrn/4581947/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4581947
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4581947
featured: 2023-09-28
citations: 0
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4581947
- Identifier: SSRN 4581947
- Released: 2023-09-24
- First featured: Quant Letter No. 17 (2023-09-28): https://www.ml-quant.com/issues/2023-09-28/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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