2 papers
q-fin.PM2020
Deep Reinforcement Learning for Asset Allocation in US Equities
Miquel Noguer i Alonso, Sonam Srivastava
Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and…
q-fin.ST2018
Evaluating the Building Blocks of a Dynamically Adaptive Systematic Trading Strategy
Sonam Srivastava, Ritabratta Bhattacharya
Financial markets change their behaviours abruptly. The mean, variance and correlation patterns of stocks can vary dramatically, triggered by fundamental changes in macroeconomic v…