Knowledge distillation for portfolio management using multi-agent reinforcement learning

Min-You Chen, Chiao-Ting Chen, Szu-Hao Huang. Knowledge distillation for portfolio management using multi-agent reinforcement learning. AI in Engineering, 57:102096, August 2023. [doi]

@article{ChenCH23-4,
  title = {Knowledge distillation for portfolio management using multi-agent reinforcement learning},
  author = {Min-You Chen and Chiao-Ting Chen and Szu-Hao Huang},
  year = {2023},
  month = {August},
  doi = {10.1016/j.aei.2023.102096},
  url = {https://doi.org/10.1016/j.aei.2023.102096},
  researchr = {https://researchr.org/publication/ChenCH23-4},
  cites = {0},
  citedby = {0},
  journal = {AI in Engineering},
  volume = {57},
  pages = {102096},
}