David Winkel, Niklas Strauß, Matthias Schubert, Yunpu Ma, Thomas Seidl 0001. Constrained Portfolio Management Using Action Space Decomposition for Reinforcement Learning. In Hisashi Kashima, Tsuyoshi Idé, Wen-Chih Peng, editors, Advances in Knowledge Discovery and Data Mining - 27th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2023, Osaka, Japan, May 25-28, 2023, Proceedings, Part II. Volume 13936 of Lecture Notes in Computer Science, pages 373-385, Springer, 2023. [doi]
Abstract is missing.