Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching

Tessa Bauman, Sven Goluza, Bruno Gasperov, Zvonko Kostanjcar. Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching. In Tetiana Lutchyn, Adín Ramírez Rivera, Benjamin Ricaud, editors, Northern Lights Deep Learning Conference, NLDL 2024, 9-11 January 2024, UiT The Arctic University, Tromsø, Norway. Volume 233 of Proceedings of Machine Learning Research, pages 13-19, PMLR, 2024. [doi]

@inproceedings{BaumanGGK24,
  title = {Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching},
  author = {Tessa Bauman and Sven Goluza and Bruno Gasperov and Zvonko Kostanjcar},
  year = {2024},
  url = {https://proceedings.mlr.press/v233/bauman24a.html},
  researchr = {https://researchr.org/publication/BaumanGGK24},
  cites = {0},
  citedby = {0},
  pages = {13-19},
  booktitle = {Northern Lights Deep Learning Conference, NLDL 2024, 9-11 January 2024, UiT The Arctic University, Tromsø, Norway},
  editor = {Tetiana Lutchyn and Adín Ramírez Rivera and Benjamin Ricaud},
  volume = {233},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}