Online portfolio management via deep reinforcement learning with high-frequency data.
Jiahao Li|Yong Zhang|Xingyu Yang|Liangwei Chen
| Anthology ID: | DBLP:journals/ipm/LiZYC23 |
|---|---|
| Year: | 2023 |
| Venue: | Information Processing and Management |
| Pages: | 103247 |
| URL: | https://doi.org/10.1016/J.IPM.2022.103247 |
| DOI: | https://doi.org/10.1016/J.IPM.2022.103247 |
| DBLP: | journals/ipm/LiZYC23 |
| BibTeX: |
@article{li-2023-online,
author = {Jiahao Li and
Yong Zhang and
Xingyu Yang and
Liangwei Chen},
title = {{Online portfolio management via deep reinforcement learning with high-frequency data}},
journal = {Information Processing and Management},
volume = {60},
number = {3},
pages = {103247},
year = {2023},
url = {https://doi.org/10.1016/J.IPM.2022.103247},
doi = {https://doi.org/10.1016/J.IPM.2022.103247}
}