"WaveCorr: Deep reinforcement learning with permutation invariant ..."

Saeed Marzban et al. (2023)

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DOI: 10.1016/J.ORL.2023.10.011

access: open

type: Journal Article

metadata version: 2024-06-08

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  - https://dblp.org/rec/journals/orl/MarzbanDLDD23
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault:
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management. Oper. Res. Lett. 51(6): 680-686 (2023)

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