Multiagent-based deep reinforcement learning for risk-shifting portfolio management

Yu-Cen Lin, Chiao-Ting Chen, Chuan-Yun Sang, Szu-Hao Huang. Multiagent-based deep reinforcement learning for risk-shifting portfolio management. Appl. Soft Comput., 123:108894, 2022. [doi]

Abstract

Abstract is missing.