Work

Optimization-based spectral end-to-end deep reinforcement learning for equity portfolio management

Year: 2025

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2025.102746

Authors: Pengrui Yu, Siya Liu, Chengneng Jin, Runsheng Gu, Xiaomin Gong

Institution: Shanghai University of Finance and Economics

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Office for Philosophy and Social Sciences, Fundamental Research Funds for the Central Universities

Awards: G1434256464, G1663965623, G4839992237, G4971444624, G90890249

OpenAlex ID: W4408538210

FWCI: 7.152

Cites: 73

Cited by: 9

Related to: 10