Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory

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JunKyu Jang, NohYoon Seong

Published: 2023, Last Modified: 12 Nov 2024Expert Syst. Appl. 2023EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Combined a reinforcement learning and modern portfolio theory for portfolio.•Opened up the possibility of grafting new features through a multimodal approach.•Provided dynamic asset allocation according to the market trends.