Deep Reinforcement Learning Agent for S&P 500 Stock Selection
This study investigated the performance of a trading agent based on a convolutional neural network model in portfolio management. The results showed that with real-world data the agent could produce relevant trading results, while the agent’s behavior corresponded to that of a high-risk taker. The d...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/9/4/130 |