<italic>HADAPS</italic>: Hierarchical Adaptive Multi-Asset Portfolio Selection

<italic>HADAPS</italic>: Hierarchical Adaptive Multi-Asset Portfolio Selection

Multi-asset portfolio selection is an asset allocation strategy involving a variety of assets. Adaptive investment strategies which consider the dynamic market characteristics of individual assets and asset classes are vital for maximizing returns and minimizing risks. We introduce HADAPS, a novel c...

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Bibliographic Details
Main Authors: Jinkyu Kim, Donghee Choi, Mogan Gim, Jaewoo Kang
Format: Article
Language:English
Published: IEEE 2023-01-01
Series:IEEE Access
Subjects:
Portfolios
investment
stock markets
cryptocurrency
reinforcement learning
Online Access:https://ieeexplore.ieee.org/document/10149353/

Internet

https://ieeexplore.ieee.org/document/10149353/

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