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Gollart et al., 2025 - Google Patents

A reinforcement learning approach to dynamic portfolio optimization

Gollart et al., 2025

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Document ID
18032742278961691180
Author
Gollart M
Okhrin Y
Publication year
Publication venue
Annals of Operations Research

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Snippet

This paper intends to bridge the gap between traditional and machine learning (ML) methods for dynamic portfolio optimization. We consider an investor who maximizes his utility from terminal wealth by dynamically allocating between risky and risk-free assets over …
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    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
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