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"WaveCorr: Deep reinforcement learning with permutation invariant ..."
Saeed Marzban et al. (2023)
- Saeed Marzban, Erick Delage
, Jonathan Yu-Meng Li
, Jeremie Desgagne-Bouchard, Carl Dussault:
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management. Oper. Res. Lett. 51(6): 680-686 (2023)
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