A Mean-VaR Based Deep Reinforcement Learning Framework for Practical Algorithmic Trading
It is difficult to automatically produce trading signals based on previous transaction data and the financial status of assets because of the significant noise and unpredictability of capital markets. This paper proposes an innovative algorithm to solve the optimal portfolio problem in stock market...
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| Format: | Article |
| Language: | English |
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IEEE
2023-01-01
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| Series: | IEEE Access |
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| Online Access: | https://ieeexplore.ieee.org/document/10076454/ |