Investment Biases in Reinforcement Learning-based Financial Portfolio Management

Zhenhan Huang, Fumihide Tanaka. Investment Biases in Reinforcement Learning-based Financial Portfolio Management. In 61st IEEE Annual Conference of the Society of Instrument and Control Engineers, SICE 2022, Kumamoto, Japan, September 6-9, 2022. pages 494-501, IEEE, 2022. [doi]

@inproceedings{HuangT22-1,
  title = {Investment Biases in Reinforcement Learning-based Financial Portfolio Management},
  author = {Zhenhan Huang and Fumihide Tanaka},
  year = {2022},
  doi = {10.23919/SICE56594.2022.9905789},
  url = {https://doi.org/10.23919/SICE56594.2022.9905789},
  researchr = {https://researchr.org/publication/HuangT22-1},
  cites = {0},
  citedby = {0},
  pages = {494-501},
  booktitle = {61st IEEE Annual Conference of the Society of Instrument and Control Engineers, SICE 2022, Kumamoto, Japan, September 6-9, 2022},
  publisher = {IEEE},
  isbn = {978-4-9077-6478-4},
}