Eylem Seç
A Deep Reinforcement Learning Approach to the Portfolio Management Problem
Başlık:
A Deep Reinforcement Learning Approach to the Portfolio Management Problem
Yazar:
Patel, Sahil S., author.
ISBN:
9780438060319
Yazar Ek Girişi:
Fiziksel Tanımlama:
1 electronic resource (141 pages)
Genel Not:
Source: Masters Abstracts International, Volume: 57-06M(E).
Advisors: Sam Keene.
Özet:
Reinforcement learning attempts to train an agent to interact with its environment so as to maximize its expected future reward. This framework has successfully provided solutions to a variety of difficult problems. Recent advances in deep learning, a form of supervised learning with automatic feature extraction, have been a significant factor in modern reinforcement learning successes. We use the combination of deep learning and reinforcement learning, deep reinforcement learning, to address the portfolio management problem, in which an agent attempts to maximize its cumulative wealth spread over a set of assets. We apply Deep Deterministic Policy Gradient, a continuous control reinforcement learning algorithm, and introduce modifications based on auxiliary learning tasks and n -- step rollouts. Further, we demonstrate its success on the learning task as compared to several standard benchmark online portfolio management algorithms.
Notlar:
School code: 0057
Tüzel Kişi Ek Girişi:
Mevcut:*
Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
XX(696226.1) | 696226-1001 | Proquest E-Tez Koleksiyonu | Arıyor... |
On Order
Liste seç
Bunu varsayılan liste yap.
Öğeler başarıyla eklendi
Öğeler eklenirken hata oldu. Lütfen tekrar deneyiniz.
:
Select An Item
Data usage warning: You will receive one text message for each title you selected.
Standard text messaging rates apply.