Continuous-time reinforcement learning approach for portfolio management with time penalization

2019 ◽  
Vol 129 ◽  
pp. 27-36 ◽  
Author(s):  
Mauricio García-Galicia ◽  
Alin A. Carsteanu ◽  
Julio B. Clempner
2020 ◽  
Vol 17 (10) ◽  
pp. 129-141
Author(s):  
Yiwen Nie ◽  
Junhui Zhao ◽  
Jun Liu ◽  
Jing Jiang ◽  
Ruijin Ding

2016 ◽  
Author(s):  
Dario di Nocera ◽  
Alberto Finzi ◽  
Silvia Rossi ◽  
Mariacarla Staffa

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