Risk-Sensitive Portfolio Management by using Distributional Reinforcement Learning

Thammasorn Harnpadungkij, Warasinee Chaisangmongkon, Phond Phunchongharn. Risk-Sensitive Portfolio Management by using Distributional Reinforcement Learning. In IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019, Morioka, Japan, October 23-25, 2019. pages 1-6, IEEE, 2019. [doi]

Abstract

Abstract is missing.