Recent advances in reinforcement learning in finance
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Publication:6146668
DOI10.1111/mafi.12382arXiv2112.04553MaRDI QIDQ6146668
Benjamin M. Hambly, Renyuan Xu, Huining Yang
Publication date: 31 January 2024
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.04553
Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Financial markets (91G15)
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Cites Work
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