Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Yilie, Jia, Yanwei, Zhou, Xun Yu
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Machine Learning Systems and Control Optimization and Control 68T05, 91G10, 68Q25, 93E35, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.16175