Quant Letter: October 2023, Week 2
Weekly quantitative finance newsletter
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Deep RL for Portfolio Allocation: Someone worked 4 -years on this thesis, so that you can read it in 4-hours. No downloads yet, but I am sure it would have some soon. The thesis shows that deep reinforcement learning (DRL) is indeed a good approach to portfolio allocation, enhancing existing methods by better adapting t…
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