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"Deep Reinforcement Learning and Convex Mean-Variance Optimisation for ..."

Ruan Pretorius, Terence L. van Zyl (2022)

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DOI: 10.48550/ARXIV.2203.11318

access: open

type: Informal or Other Publication

metadata version: 2022-08-10

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  - journals/corr/abs-2203-11318
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  - https://dblp.org/rec/journals/corr/abs-2203-11318
Ruan Pretorius, Terence L. van Zyl:
Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management. CoRR abs/2203.11318 (2022)

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