most citedEvaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

cs.LG2025

Distributionally Robust Deep Q-Learning

Chung I Lu, Julian Sester, Aijia Zhang

We propose a novel distributionally robust -learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Marko…

cs.CE2023★ 2 cited

Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation

Chung I Lu

We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated g…