Open AccessDeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding
Author(s) -
Zhicheng Wang,
Biwei Huang,
Shikui Tu,
Kun Zhang,
Lei Xu
Publication year - 2021
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v35i1.16144
Subject(s) - reinforcement learning , risk–return spectrum , computer science , macro , portfolio , embedding , drawdown (hydrology) , econometrics , risk management , risk adjusted return on capital , investment performance , return on investment , economics , artificial intelligence , financial economics , microeconomics , finance , engineering , profit (economics) , geotechnical engineering , capital formation , production (economics) , financial capital , aquifer , groundwater , programming language