2 papers
q-fin.MF2023
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization
Huifang Huang, Ting Gao, Pengbo Li +3
With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, amon…
q-fin.MF2022
Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength
Huifang Huang, Ting Gao, Yi Gui +2
Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making…