Deep reinforcement trading with predictable returns

DOI10.1016/J.PHYSA.2023.128901arXiv2104.14683OpenAlexW3186499994MaRDI QIDQ6098411

Daniele Tantari, Alessio Brini

Publication date: 13 June 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.14683

zbMATH Keywords

portfolio optimizationreinforcement learningmachine learningfinancial trading

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Simulation-based optimization of Markov reward processes
• Market Microstructure Invariance: Empirical Hypotheses
• Empirical properties of asset returns: stylized facts and statistical issues

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