A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning

Published 2019 View Full Article

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Title
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning
Authors
Keywords
Recurrent reinforcement learning, Particle swarm optimization, Optimal portfolio rebalancing, Portfolio constraint
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 130, Issue -, Pages 145-156
Publisher
Elsevier BV
Online
2019-04-13
DOI
10.1016/j.eswa.2019.04.013

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