Reinforcement Learning Method for Portfolio Optimal Frontier Search

Jonathan Arriaga-González, Manuel Valenzuela-Rendón. Reinforcement Learning Method for Portfolio Optimal Frontier Search. In Félix Castro, Alexander F. Gelbukh, Miguel González, editors, Advances in Soft Computing and Its Applications - 12th Mexican International Conference on Artificial Intelligence, MICAI 2013, Mexico City, Mexico, November 24-30, 2013, Proceedings, Part II. Volume 8266 of Lecture Notes in Computer Science, pages 245-255, Springer, 2013. [doi]

Abstract

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