Xin Huang, Duan Li. A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem. In Christian Bessiere, editor, Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, IJCAI 2020 [scheduled for July 2020, Yokohama, Japan, postponed due to the Corona pandemic]. pages 4527-4533, ijcai.org, 2020. [doi]
@inproceedings{HuangL20-15, title = {A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem}, author = {Xin Huang and Duan Li}, year = {2020}, doi = {10.24963/ijcai.2020/624}, url = {https://doi.org/10.24963/ijcai.2020/624}, researchr = {https://researchr.org/publication/HuangL20-15}, cites = {0}, citedby = {0}, pages = {4527-4533}, booktitle = {Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, IJCAI 2020 [scheduled for July 2020, Yokohama, Japan, postponed due to the Corona pandemic]}, editor = {Christian Bessiere}, publisher = {ijcai.org}, }