"Risk aware portfolio construction using deep deterministic policy gradients."

Shashank Hegde, Vishal Kumar, Atul Singh (2018)

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DOI: 10.1109/SSCI.2018.8628791

access: closed

type: Conference or Workshop Paper

metadata version: 2019-02-07

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Shashank Hegde, Vishal Kumar, Atul Singh:
Risk aware portfolio construction using deep deterministic policy gradients. SSCI 2018: 1861-1867

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