Da Woon Jeong, Seong-Joon Yoo, Yeong Hyeon Gu. Safety AARL: Weight adjustment for reinforcement-learning-based safety dynamic asset allocation strategies. Expert Syst. Appl., 227:120297, October 2023. [doi]
@article{JeongYG23,
title = {Safety AARL: Weight adjustment for reinforcement-learning-based safety dynamic asset allocation strategies},
author = {Da Woon Jeong and Seong-Joon Yoo and Yeong Hyeon Gu},
year = {2023},
month = {October},
doi = {10.1016/j.eswa.2023.120297},
url = {https://doi.org/10.1016/j.eswa.2023.120297},
researchr = {https://researchr.org/publication/JeongYG23},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {227},
pages = {120297},
}