Jingyi Gu, Wenlu Du, A M. Muntasir Rahman, Guiling Wang 0001. Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and Constraints. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 610-618, ACM, 2023. [doi]
Abstract is missing.