Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading

Federico Cornalba, Constantin Disselkamp, Davide Scassola, Christopher Helf. Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading. Neural Computing and Applications, 36(2):619-637, January 2024. [doi]

Authors

Federico Cornalba

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Constantin Disselkamp

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Davide Scassola

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Christopher Helf

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