Book chapter
A deep reinforcement learning approach for portfolio optimization and risk management – Case studies
Published in English
- Published in
- Analytics in Finance and Risk Management
- Editors
- Nga Thi Hong Nguyen, Shivani Agarwal, and Ewa Ziemba
- Publisher
- CRC Press
- Publication year
- 2023
- Length
- Pages 133–163
- ISBN
- 978-0-367-85469-0
- Language
- English
- DOI
- 10.1201/9780367854690-7
About the chapter
This is a contributed book chapter, not a full authored book. It discusses the use of deep reinforcement learning for portfolio optimization and risk management, using case studies to connect the modelling approach with financial decision-making.
Publication context
The chapter appears in the edited volume Analytics in Finance and Risk Management. The book brings together research on the role of analytics in financial management, asset management, and risk management.