Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning

Haoran Wang, Shi Yu. Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning. In M. Arif Wani, Ishwar K. Sethi, Weisong Shi, Guangzhi Qu, Daniela Stan Raicu, Ruoming Jin, editors, 20th IEEE International Conference on Machine Learning and Applications, ICMLA 2021, Pasadena, CA, USA, December 13-16, 2021. pages 365-372, IEEE, 2021. [doi]

@inproceedings{WangY21-54,
  title = {Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning},
  author = {Haoran Wang and Shi Yu},
  year = {2021},
  doi = {10.1109/ICMLA52953.2021.00063},
  url = {https://doi.org/10.1109/ICMLA52953.2021.00063},
  researchr = {https://researchr.org/publication/WangY21-54},
  cites = {0},
  citedby = {0},
  pages = {365-372},
  booktitle = {20th IEEE International Conference on Machine Learning and Applications, ICMLA 2021, Pasadena, CA, USA, December 13-16, 2021},
  editor = {M. Arif Wani and Ishwar K. Sethi and Weisong Shi and Guangzhi Qu and Daniela Stan Raicu and Ruoming Jin},
  publisher = {IEEE},
  isbn = {978-1-6654-4337-1},
}