The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning
Fuente:
arXiv
Guardado en:
| Autores principales: | Li, Yu, Wu, Yuhan, Zhang, Shuhua |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Partial Information in a Mean‐Variance Portfolio Selection Game
por: Yu‐Jui Huang, et al.
Publicado: (2025)
por: Yu‐Jui Huang, et al.
Publicado: (2025)
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
por: Chen, Yuling Max, et al.
Publicado: (2025)
por: Chen, Yuling Max, et al.
Publicado: (2025)
Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
por: Li, Yuchen, et al.
Publicado: (2022)
por: Li, Yuchen, et al.
Publicado: (2022)
The mean-variance portfolio selection based on the average and current profitability of the risky asset
por: Li, Yu, et al.
Publicado: (2024)
por: Li, Yu, et al.
Publicado: (2024)
Partial Information in a Mean-Variance Portfolio Selection Game
por: Huang, Yu-Jui, et al.
Publicado: (2023)
por: Huang, Yu-Jui, et al.
Publicado: (2023)
Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs
por: Nanyonga, Erina, et al.
Publicado: (2025)
por: Nanyonga, Erina, et al.
Publicado: (2025)
Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives
por: Chatziandreou, Konstantinos, et al.
Publicado: (2026)
por: Chatziandreou, Konstantinos, et al.
Publicado: (2026)
Mean Field Portfolio Games with Epstein-Zin Preferences
por: Fu, Guanxing, et al.
Publicado: (2025)
por: Fu, Guanxing, et al.
Publicado: (2025)
Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns
por: Preisel, Michael
Publicado: (2023)
por: Preisel, Michael
Publicado: (2023)
Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management
por: Liang, Gechun, et al.
Publicado: (2023)
por: Liang, Gechun, et al.
Publicado: (2023)
Mean-Variance Optimization for Participating Life Insurance Contracts
por: Fießinger, Felix, et al.
Publicado: (2024)
por: Fießinger, Felix, et al.
Publicado: (2024)
The Optimal Mean–Variance Selling Problem With Finite Horizon
por: Peter Johnson, et al.
Publicado: (2026)
por: Peter Johnson, et al.
Publicado: (2026)
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
por: Lam, Duy Khanh
Publicado: (2024)
por: Lam, Duy Khanh
Publicado: (2024)
Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
por: Li, Jintao, et al.
Publicado: (2024)
por: Li, Jintao, et al.
Publicado: (2024)
Spanning Multi‐Asset Payoffs With ReLUs
por: Sébastien Bossu, et al.
Publicado: (2025)
por: Sébastien Bossu, et al.
Publicado: (2025)
Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
por: Han, Jeong Yu, et al.
Publicado: (2022)
por: Han, Jeong Yu, et al.
Publicado: (2022)
Optimizing Sparse Mean-Reverting Portfolio
por: Yoon, Sung Min
Publicado: (2024)
por: Yoon, Sung Min
Publicado: (2024)
Financial Relativity: An Information-Geometric Interpretation of Asset Pricing
por: Lin, Li
Publicado: (2026)
por: Lin, Li
Publicado: (2026)
Emissions-Robust Portfolios
por: Qureshi, Khizar, et al.
Publicado: (2026)
por: Qureshi, Khizar, et al.
Publicado: (2026)
Asset pricing under model uncertainty with discrete time and states
por: Yang, Shuzhen, et al.
Publicado: (2024)
por: Yang, Shuzhen, et al.
Publicado: (2024)
Single-Period Portfolio Selection via Information Projection
por: Yang, Bo-Yu, et al.
Publicado: (2026)
por: Yang, Bo-Yu, et al.
Publicado: (2026)
Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method
por: Dong, Yuchao, et al.
Publicado: (2025)
por: Dong, Yuchao, et al.
Publicado: (2025)
Multivariate Variance Swap Using Generalized Variance Method for Stochastic Volatility models
por: Gebresilassie, Semere, et al.
Publicado: (2025)
por: Gebresilassie, Semere, et al.
Publicado: (2025)
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
por: Xuefeng Gao, et al.
Publicado: (2026)
por: Xuefeng Gao, et al.
Publicado: (2026)
Quantitative Fundamental Theorem of Asset Pricing
por: Beatrice Acciaio, et al.
Publicado: (2025)
por: Beatrice Acciaio, et al.
Publicado: (2025)
Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
por: Kędra, Jarek, et al.
Publicado: (2023)
por: Kędra, Jarek, et al.
Publicado: (2023)
Kernel Learning for Mean-Variance Trading Strategies
por: Futter, Owen, et al.
Publicado: (2025)
por: Futter, Owen, et al.
Publicado: (2025)
Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
por: Chen, Qizhao
Publicado: (2025)
por: Chen, Qizhao
Publicado: (2025)
Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
por: Wei, Jiaqin, et al.
Publicado: (2024)
por: Wei, Jiaqin, et al.
Publicado: (2024)
The Variance-Gamma Process for Option Pricing
por: Shenoy, Rohan, et al.
Publicado: (2025)
por: Shenoy, Rohan, et al.
Publicado: (2025)
Optimal Portfolio Choice With Cross‐Impact Propagators
por: Eduardo Abi Jaber, et al.
Publicado: (2026)
por: Eduardo Abi Jaber, et al.
Publicado: (2026)
Equity-Linked Life Insurances on Maximum of Several Assets
por: Gankhuu, Battulga
Publicado: (2021)
por: Gankhuu, Battulga
Publicado: (2021)
Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels
por: Chen, Zhang, et al.
Publicado: (2026)
por: Chen, Zhang, et al.
Publicado: (2026)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
por: Zhang, Wenxuan, et al.
Publicado: (2026)
por: Zhang, Wenxuan, et al.
Publicado: (2026)
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
por: Ter-Avanesov, Boris, et al.
Publicado: (2024)
por: Ter-Avanesov, Boris, et al.
Publicado: (2024)
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
por: Escudero, C., et al.
Publicado: (2024)
por: Escudero, C., et al.
Publicado: (2024)
Robust Bernoulli Mixture Models for Credit Portfolio Risk
por: Jonathan Ansari, et al.
Publicado: (2025)
por: Jonathan Ansari, et al.
Publicado: (2025)
Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution
por: Lin, Li
Publicado: (2024)
por: Lin, Li
Publicado: (2024)
Continuous-Time Reinforcement Learning for Asset-Liability Management
por: Huang, Yilie
Publicado: (2025)
por: Huang, Yilie
Publicado: (2025)
Lévy-Driven Option Pricing without a Riskless Asset
por: Wang, Ziyao
Publicado: (2025)
por: Wang, Ziyao
Publicado: (2025)
Ejemplares similares
-
Partial Information in a Mean‐Variance Portfolio Selection Game
por: Yu‐Jui Huang, et al.
Publicado: (2025) -
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
por: Chen, Yuling Max, et al.
Publicado: (2025) -
Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
por: Li, Yuchen, et al.
Publicado: (2022) -
The mean-variance portfolio selection based on the average and current profitability of the risky asset
por: Li, Yu, et al.
Publicado: (2024) -
Partial Information in a Mean-Variance Portfolio Selection Game
por: Huang, Yu-Jui, et al.
Publicado: (2023)