MAPS: Multi-Agent reinforcement learning-based Portfolio management System

Jinho Lee, Raehyun Kim, Seok-Won Yi, Jaewoo Kang. MAPS: Multi-Agent reinforcement learning-based Portfolio management System. 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 4520-4526, ijcai.org, 2020. [doi]

Abstract

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