An End-to-End Direct Reinforcement Learning Approach for Multi-Factor Based Portfolio Management
A new online portfolio decision model combines the multifactor model and mean-variance portfolio optimization in one step, enhancing overall performance.
Featured in No. 38 on 21 Feb 2024 · 4 days after release · 0 citations today
- Released
- 17 Feb 2024
- First featured
- No. 38 · 21 Feb 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4729683
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