Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models
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More about this item
Keywords
Deep Reinforcement learning; Model-based; Model-free; Portfolio allocation; Walk forward; Features sensitivity;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-05-03 (Big Data)
- NEP-CMP-2021-05-03 (Computational Economics)
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