Web: http://arxiv.org/abs/2209.10458

Sept. 22, 2022, 1:12 a.m. | Adebayo Oshingbesan, Eniola Ajiboye, Peruth Kamashazi, Timothy Mbaka

cs.LG updates on arXiv.org arxiv.org

Asset allocation (or portfolio management) is the task of determining how to
optimally allocate funds of a finite budget into a range of financial
instruments/assets such as stocks. This study investigated the performance of
reinforcement learning (RL) when applied to portfolio management using
model-free deep RL agents. We trained several RL agents on real-world stock
prices to learn how to perform asset allocation. We compared the performance of
these RL agents against some baseline agents. We also compared the RL …

arxiv free reinforcement reinforcement learning

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