Multi-agent Based Deep Reinforcement Learning for Risk-shifting Portfolio Management

Multi-agent Based Deep Reinforcement Learning for Risk-shifting Portfolio Management

碩士 === 國立交通大學 === 資訊管理研究所 === 107 === The growing popularity of quantitative trading, pursuing a systematic and algorithmic approach to invest, has drawn considerable attention among traders and investment firms nowadays, especially in the demand of investors for quant hedge fund. In this thesis, w...

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Bibliographic Details
Main Authors:	Lin, Yu-Cen, 林昱岑
Other Authors:	Chen, An-Pin
Format:	Others
Language:	en_US
Published:	2018
Online Access:	http://ndltd.ncl.edu.tw/handle/nfe7z3

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