Yen-Chih Lin, Jeremy Blum. Feature Transformation and Simulation of Short Term Price Variability in Reinforcement Learning for Portfolio Management. In Fernando J. Barros, Xiaolin Hu 0002, Hamdi Kavak, Alberto A. Del Barrio, editors, Spring Simulation Conference, SpringSim 2020, Fairfax, VA, USA, May 18-21, 2020. pages 1-10, IEEE, 2020. [doi]
Abstract is missing.