From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization - researchr publication

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Zitao Song, Yining Wang, Pin Qian, Sifan Song, Frans Coenen, Zhengyong Jiang, Jionglong Su. From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization. Appl. Intell., 53(12):15188-15203, June 2023. [doi]

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