SAMP-HDRL: Segmented Allocation with Momentum-Adjusted Utility for Multi-agent Portfolio Management via Hierarchical Deep Reinforcement Learning

Xiaotian Ren, Nuerxiati Abudurexiti, Zhengyong Jiang +3

Portfolio optimization in non-stationary markets is challenging due to regime shifts, dynamic correlations, and the limited interpretability of deep reinforcement learning (DRL) po…