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Jul, 2023
深度强化学习用于稳健目标导向财富管理
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
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Tessa Bauman, Bruno Gašperov, Stjepan Begušić, Zvonko Kostanjčar
TL;DR
提出了一种基于深度强化学习的鲁棒目标导向财富管理的新方法，实验结果显示其在模拟和历史市场数据上优于几个目标导向财富管理的基准。
Abstract
goal-based investing
is an approach to
wealth management
that prioritizes achieving specific financial goals. It is naturally formulated as a
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