Multiagent-based deep reinforcement learning framework for multi-asset adaptive trading and portfolio management

The highly dynamic nature of stock markets has motivated researchers to propose various supervised learning models to assist investors to optimize financial performance. Machine learning models have been used to predict price trends, and approaches have been proposed for portfolio management. Howeve...

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Bibliographic Details

Published in:	Neurocomputing (Amsterdam) Vol. 594; p. 127800
Main Authors:	Cheng, Li-Chen, Sun, Jian-Shiou
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 14.08.2024
Subjects:	Multi agent Portfolio optimization Quantitative trading Reinforcement learning Twin delayed deep deterministic policy Gradient algorithm Portfolio optimization Quantitative trading Twin delayed deep deterministic policy Gradient algorithm Multi agent Reinforcement learning
ISSN:	0925-2312, 1872-8286
Online Access:	Get full text
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