Search Results for author: Ilya Kulyatin

Found 1 papers, 0 papers with code

Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

no code implementations25 Jan 2019 Pengqian Yu, Joon Sern Lee, Ilya Kulyatin, Zekun Shi, Sakyasingha Dasgupta

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile.

Data Augmentation Portfolio Optimization +2

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