An actor-critic-based portfolio investment method inspired by benefit-risk optimization
How to get maximal benefit within a range of risk in securities market is a very interesting and widely concerned issue. Meanwhile, as there are many complex factors that affect securities’ activity, such as the risk and uncertainty of the benefit, it is very difficult to establish an appropriate mo...
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| Format: | Article |
| Language: | English |
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SAGE Publishing
2018-12-01
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| Series: | Journal of Algorithms & Computational Technology |
| Online Access: | https://doi.org/10.1177/1748301818779059 |