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MSPM: A modularized and scalable multi-agent reinforcement learning-based system for financial portfolio management

Financial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature. However, existing RL-based approaches rarely focus on scalability or reusability to adapt to the ever-changing markets. These approaches are rigid...

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Detalles Bibliográficos
Autores principales: Huang, Zhenhan, Tanaka, Fumihide
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856562/
https://www.ncbi.nlm.nih.gov/pubmed/35180235
http://dx.doi.org/10.1371/journal.pone.0263689