Adversarial Deep Reinforcement Learning in Portfolio Management

By Zhipeng Liang, Hao Chen, Junhao Zhu, Kangkang Jiang, Yanran Li. 2018

162 citations recorded by the source corpus.

How researchers see this paper

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1. Ben M. Hambly
2. Huining Yang
3. Renyuan Xu
4. Benjamin Graham

Citations in the corpus

• Recent advances in reinforcement learning in finance (2021, methodology): “They showed that this EMV algorithm outperforms two benchmarks, including the analytical solution with estimated model parameters obtained from the classical maximum likelihood method (Campbell et al., 1997, Section 9.3.2) and a DDPG algorithm, in terms of annualized sample mean and sample variance ”
• Deep reinforcement learning for automated stock trading: an ensemble strategy (2020, unknown): “The three actor-critic algorithms [13] are Proximal Policy Optimization (PPO) [14], [15], Advantage Actor Critic (A2C) [16], [17], and Deep Deterministic Policy Gradient (DDPG) [18], [15], [19].”