CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy

no code implementations • 2 Oct 2023 • Zhengyong Jiang, Jeyan Thiayagalingam, Jionglong Su, Jinjun Liang

To the best of our knowledge, our approach is the first to combine clustering methods and reinforcement learning methods for portfolio management in the context of multi-period trading.

Clustering Management +1