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]

Authors

Yu-Cen Lin

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Chiao-Ting Chen

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Chuan-Yun Sang

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Szu-Hao Huang

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