Search Results for author: A M Muntasir Rahman

Found 1 papers, 1 papers with code

Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and Constraints

1 code implementation The 4th ACM International Conference on AI in Finance 2023 Jingyi Gu, Wenlu Du, A M Muntasir Rahman, Guiling Wang

In the field of portfolio management using reinforcement learn- ing, existing approaches have mainly focused on cash-only trading, overlooking the potential benefits and risks of margin trading.

Management Portfolio Optimization +2

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