Objective Driven Portfolio Construction Using Reinforcement Learning

Tina Ruiwen Wang, Jithin Pradeep, Jerry Zikun Chen. Objective Driven Portfolio Construction Using Reinforcement Learning. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 264-272, ACM, 2022. [doi]

Abstract

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