@article{95a5c3b0eb6c40b1bd41602b151babd3,
title = "Development of an AI framework using neural process continuous reinforcement learning to optimize highly volatile financial portfolios",
keywords = "Machine learning, Model-free reinforcement learning, Neural network, Portfolio optimization",
author = "Martin Kang and Templeton, {Gary F.} and Kwak, {Dong Heon} and Sungyong Um",
note = "Publisher Copyright: {\textcopyright} 2024",
year = "2024",
month = sep,
day = "27",
doi = "10.1016/j.knosys.2024.112017",
language = "English",
volume = "300",
journal = "Knowledge-Based Systems",
issn = "0950-7051",
publisher = "Elsevier",
}