Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons
Fuente:
arXiv
Saved in:
| Main Authors: | Leukam, Fermat, Koffi, Rock Stephane, Djagba, Prudence |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds
by: Zhang, Jian'an
Published: (2025)
by: Zhang, Jian'an
Published: (2025)
Aproximación práctica a los métodos de selección de portafolios de inversión
by: Minutti-Martinez, Carlos
Published: (2024)
by: Minutti-Martinez, Carlos
Published: (2024)
Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization
by: Lwele, Emmanuel, et al.
Published: (2025)
by: Lwele, Emmanuel, et al.
Published: (2025)
Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization
by: Sood, Srijan, et al.
Published: (2026)
by: Sood, Srijan, et al.
Published: (2026)
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
by: Zhang, Jian'an
Published: (2025)
by: Zhang, Jian'an
Published: (2025)
Building crypto portfolios with agentic AI
by: Castelli, Antonino, et al.
Published: (2025)
by: Castelli, Antonino, et al.
Published: (2025)
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
by: Verma, Ajay Kumar, et al.
Published: (2026)
by: Verma, Ajay Kumar, et al.
Published: (2026)
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
by: Bongiorno, Christian, et al.
Published: (2025)
by: Bongiorno, Christian, et al.
Published: (2025)
P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing
by: Gondauri, Davit
Published: (2026)
by: Gondauri, Davit
Published: (2026)
Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge
by: Zhang, Jian'an
Published: (2025)
by: Zhang, Jian'an
Published: (2025)
Normalisation and Initialisation Strategies for Graph Neural Networks in Blockchain Anomaly Detection
by: Duy, Dang Sy, et al.
Published: (2026)
by: Duy, Dang Sy, et al.
Published: (2026)
Covariance-Aware Simplex Projection for Cardinality-Constrained Portfolio Optimization
by: Iliopoulos, Nikolaos
Published: (2025)
by: Iliopoulos, Nikolaos
Published: (2025)
Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search
by: Serbarinov, Greg
Published: (2026)
by: Serbarinov, Greg
Published: (2026)
Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings
by: Ante, Lennart, et al.
Published: (2025)
by: Ante, Lennart, et al.
Published: (2025)
M6 Investment Challenge: The Role of Luck and Strategic Considerations
by: Staněk, Filip
Published: (2024)
by: Staněk, Filip
Published: (2024)
The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management
by: Ang, Andrew, et al.
Published: (2026)
by: Ang, Andrew, et al.
Published: (2026)
Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
by: Ossa, Genjis A., et al.
Published: (2025)
by: Ossa, Genjis A., et al.
Published: (2025)
Robo-Advising in Motion: A Model Predictive Control Approach
by: Bielecki, Tomasz R., et al.
Published: (2026)
by: Bielecki, Tomasz R., et al.
Published: (2026)
Risk-aware Trading Portfolio Optimization
by: Bianchetti, Marco, et al.
Published: (2025)
by: Bianchetti, Marco, et al.
Published: (2025)
A Clarifying Note on Long-Horizon Investment and Dollar-Cost Averaging: An Effective Investment Exposure Perspective
by: Sato, Zeusu
Published: (2025)
by: Sato, Zeusu
Published: (2025)
MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents
by: Fatouros, George, et al.
Published: (2025)
by: Fatouros, George, et al.
Published: (2025)
Robust Utility Optimization via a GAN Approach
by: Krach, Florian, et al.
Published: (2024)
by: Krach, Florian, et al.
Published: (2024)
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
by: Kopeliovich, Yaacov, et al.
Published: (2024)
by: Kopeliovich, Yaacov, et al.
Published: (2024)
Signal or Noise in Multi-Agent LLM-based Stock Recommendations?
by: Fatouros, George, et al.
Published: (2026)
by: Fatouros, George, et al.
Published: (2026)
The Sherman-Morrison-Markowitz Portfolio
by: Pav, Steven E.
Published: (2026)
by: Pav, Steven E.
Published: (2026)
Generative AI on Wall Street -- Opportunities and Risk Controls
by: Shen, Jackie
Published: (2025)
by: Shen, Jackie
Published: (2025)
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions
by: Dominguez, Alejandro Rodriguez
Published: (2025)
by: Dominguez, Alejandro Rodriguez
Published: (2025)
Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent
by: Liang, Gechun, et al.
Published: (2023)
by: Liang, Gechun, et al.
Published: (2023)
The PEAL Method: a mathematical framework to streamline securitization structuring
by: Pinto, Andrea, et al.
Published: (2024)
by: Pinto, Andrea, et al.
Published: (2024)
The lexical ratio: A new perspective on portfolio diversification
by: Mohseni, Sayyed Faraz, et al.
Published: (2024)
by: Mohseni, Sayyed Faraz, et al.
Published: (2024)
Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
by: Dominguez, Alejandro Rodriguez
Published: (2025)
by: Dominguez, Alejandro Rodriguez
Published: (2025)
Auditing Marketing Budget Allocation with Hindsight Regret
by: Pathak, Nilavra, et al.
Published: (2026)
by: Pathak, Nilavra, et al.
Published: (2026)
Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?
by: Mink, Mark, et al.
Published: (2022)
by: Mink, Mark, et al.
Published: (2022)
Bifurcation in optimal retirement
by: Ashraf, Bushra Shehnam, et al.
Published: (2025)
by: Ashraf, Bushra Shehnam, et al.
Published: (2025)
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
by: Lamert, Kerstin, et al.
Published: (2023)
by: Lamert, Kerstin, et al.
Published: (2023)
A Portfolio's Common Causal Conditional Risk-neutral PDE
by: Dominguez, Alejandro Rodriguez
Published: (2024)
by: Dominguez, Alejandro Rodriguez
Published: (2024)
Feasibility-First Satellite Integration in Robust Portfolio Architectures
by: Garrone, Roberto
Published: (2026)
by: Garrone, Roberto
Published: (2026)
Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring
by: Didkovskyi, O., et al.
Published: (2026)
by: Didkovskyi, O., et al.
Published: (2026)
Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling
by: Hounwanou, Christophe D., et al.
Published: (2025)
by: Hounwanou, Christophe D., et al.
Published: (2025)
Rank-Dependent Predictable Forward Performance Processes
by: Angoshtari, Bahman, et al.
Published: (2024)
by: Angoshtari, Bahman, et al.
Published: (2024)
Similar Items
-
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds
by: Zhang, Jian'an
Published: (2025) -
Aproximación práctica a los métodos de selección de portafolios de inversión
by: Minutti-Martinez, Carlos
Published: (2024) -
Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization
by: Lwele, Emmanuel, et al.
Published: (2025) -
Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization
by: Sood, Srijan, et al.
Published: (2026) -
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
by: Zhang, Jian'an
Published: (2025)