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"From deterministic to stochastic: an interpretable stochastic model-free ..."

Zitao Song et al. (2023)

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DOI: 10.1007/S10489-022-04217-5

access: closed

type: Journal Article

metadata version: 2023-06-15

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  - journals/apin/SongWQSCJS23
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  - https://dblp.org/rec/journals/apin/SongWQSCJS23
Zitao Song, Yining Wang, Pin Qian, Sifan Song, Frans Coenen, Zhengyong Jiang, Jionglong Su:
From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization. Appl. Intell. 53(12): 15188-15203 (2023)

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