Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning

Yifan Zhang 0004, Peilin Zhao, Qingyao Wu, Bin Li, JunZhou Huang, Mingkui Tan. Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning. IEEE Trans. Knowl. Data Eng., 34(1):236-248, 2022. [doi]

Abstract

Abstract is missing.