Heterogeneous Retirement Savings Strategy Selection with Reinforcement Learning
Saving and investment behaviour is crucial for all individuals to guarantee their welfare during work-life and retirement. We introduce a deep reinforcement learning model in which agents learn optimal portfolio allocation and saving strategies suitable for their heterogeneous profiles. The environm...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/25/7/977 |