Work

Continuous-time reinforcement learning approach for portfolio management with time penalization

Year: 2019

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2019.03.055

Authors: Mauricio García-Galicia, Alin A. Carsteanu, Julio B. Clempner

Institution: Instituto Politécnico Nacional

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2929930980

FWCI: 3.759

Cites: 47

Cited by: 37

Related to: 10