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]

Authors

Yifan Zhang 0004

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Peilin Zhao

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Qingyao Wu

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Bin Li

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JunZhou Huang

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Mingkui Tan

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