Search Results for author: Atish Kumar Majee

Found 1 papers, 0 papers with code

A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market

no code implementations27 May 2023 Jaydip Sen, Aditya Jaiswal, Anshuman Pathak, Atish Kumar Majee, Kushagra Kumar, Manas Kumar Sarkar, Soubhik Maji

Three approaches of portfolio optimization that are considered in this work are the mean-variance portfolio (MVP), hierarchical risk parity (HRP) portfolio, and reinforcement learning-based portfolio.

Portfolio Optimization Q-Learning +1

Cannot find the paper you are looking for? You can Submit a new open access paper.