AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning
收藏NBER2026-05-01 更新2026-05-19 收录
下载链接：
https://www.nber.org/papers/w35195
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资源简介：
We adapt attention-based neural networks and reinforcement learning to direct portfolio construction, allowing broader portfolio-management objectives (including non-time-additively separable ones) and in a data-driven way, searching over a much richer policy/strategy space than low-dimensional
提供机构：
美国国家经济研究局
创建时间：
2026-05-01
