Development of an AI framework using neural process continuous reinforcement learning to optimize highly volatile financial portfolios

Martin Kang, Gary F. Templeton, Dong Heon Kwak, Sungyong Um

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number112017
JournalKnowledge-Based Systems
Volume300
DOIs
StatePublished - Sep 27 2024

ASJC Scopus Subject Areas

  • Software
  • Management Information Systems
  • Information Systems and Management
  • Artificial Intelligence

Keywords

  • Machine learning
  • Model-free reinforcement learning
  • Neural network
  • Portfolio optimization

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