Portfolio management system in equity market neutral using reinforcement learning
Crossref DOI link: https://doi.org/10.1007/s10489-021-02262-0
Published Online: 2021-03-26
Published Print: 2021-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Mu-En
Syu, Jia-Hao
Lin, Jerry Chun-Wei http://orcid.org/0000-0001-8768-9709
Ho, Jan-Ming
Funding for this research was provided by:
Ministry of Science and Technology, Taiwan (109-2218-E-001-004)
Western Norway University Of Applied Sciences
Text and Data Mining valid from 2021-03-26
Version of Record valid from 2021-03-26
Article History
Accepted: 4 February 2021
First Online: 26 March 2021