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Market-Adaptive Ratio for Portfolio Management
This paper explores the limitations of existing risk-adjusted returns in portfolio management and introduces a novel metric, the Market-adaptive ratio, to address these shortcomings.
Reinforcement Learning Portfolio Manager Framework with Monte Carlo Simulation
Second, Monte Carlo simulation data are used to increase training data complexity to prevent model overfitting.
Learning Solving Procedure for Artificial Neural Network
This is not accomplished merely by learning input-output data, but by learning algorithms through a solving procedure that obtains the output as a sequence of tasks for a given input problem.
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