Liu, Zhenqiang (2023) Reinforcement Learning in Portfolio Management with Sharpe Ratio Rewarding Based Framework. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
Portfolio management is a financial operation which aims at maximizing the return or optimizing the Sharpe Ratio. One widely used portfolio management strategy, Mean-Variance Optimization, also known as Modern Portfolio Theory, mainly profits by focusing on finding out the expected return and varian
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/41986 |
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