Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management

Marc Velay, Bich-Liên Doan, Arpad Rimmel, Fabrice Popineau, Fabrice Daniel. Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management. In Tulay Yildirim, Richard Chbeir, Ladjel Bellatreche, Costin Badica, editors, International Conference on Innovations in Intelligent Systems and Applications, INISTA 2023, Hammamet, Tunisia, September 20-23, 2023. pages 1-6, IEEE, 2023. [doi]

Abstract

Abstract is missing.