Management of investment portfolios employing reinforcement learning

Investors are presented with a multitude of options and markets for pursuing higher returns, a task that often proves complex and challenging. This study examines the effectiveness of reinforcement learning (RL) algorithms in optimizing investment portfolios, comparing their performance with traditi...

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Bibliographic Details
Main Authors: Gustavo Carvalho Santos, Daniel Garruti, Flavio Barboza, Kamyr Gomes de Souza, Jean Carlos Domingos, Antônio Veiga
Format: Article
Language:English
Published: PeerJ Inc. 2023-12-01
Series:PeerJ Computer Science
Subjects:
Online Access:https://peerj.com/articles/cs-1695.pdf