Uta Pigorsch, Sebastian Schäfer. High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning. In IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022. pages 1-8, IEEE, 2022. [doi]
@inproceedings{PigorschS22,
title = {High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning},
author = {Uta Pigorsch and Sebastian Schäfer},
year = {2022},
doi = {10.1109/CIFEr52523.2022.9776121},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776121},
researchr = {https://researchr.org/publication/PigorschS22},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
publisher = {IEEE},
isbn = {978-1-6654-4234-3},
}