Market sentiment-aware deep reinforcement learning approach for stock portfolio allocation
The stock market currently remains one of the most difficult systems to model in finance. Hence, it is a challenge to solve stock portfolio allocation wherein an optimal investment strategy must be found for a curated collection of stocks that effectively maximizes return while minimizing the risk i...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-08-01
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| Series: | Engineering Science and Technology, an International Journal |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215098621000070 |