Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach

Keyphrases

• Appetite for Risk 25%
• Capital Markets 25%
• Deep Reinforcement Learning (deep RL) 100%
• Deep Reinforcement Learning Algorithm 25%
• Global Capital 25%
• Hyper-heuristics 100%
• Investment Strategy 25%
• Multi-period Portfolio Optimization 100%
• Performance Gain 25%
• Portfolio Optimization 50%
• Problem Instances 50%
• Real-world Problems 25%
• Regulatory Framework 25%
• Salient Policies 25%
• Sequential Decision Problems 25%
• Stock Index 25%
• Strategy Formulation 25%
• Trading Strategy 50%

Computer Science

• Baseline Method 20%
• Deep Reinforcement Learning 100%
• Domain Knowledge 20%
• Experimental Result 20%
• Hyper-Heuristic 100%
• Optimization Problem 20%
• Performance Gain 20%
• Policy Implication 20%
• Problem Instance 40%
• Real-World Problem 20%
• Reinforcement Learning 20%
• Sequential Decision Making 20%
• Strategy Formulation 20%
• World Capital Market 20%