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20162024
most citedDeep Reinforcement Learning for Long-Short Portfolio Optimization

8 citations · 15 across the 3 of their papers we have counts for

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1 paper · 1 filter

q-fin.PM2024★ 4 cited

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market

Gang Huang, Xiaohua Zhou, Qingyang Song

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory appli…