Search Results for author: Pengbo Li

Found 1 papers, 0 papers with code

Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization

no code implementations23 Jan 2023 Huifang Huang, Ting Gao, Pengbo Li, Jin Guo, Peng Zhang, Nan Du

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest competitive advantages.

Algorithmic Trading Decision Making +5

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