Adaptive Algorithm for Selecting the Optimal Trading Strategy Based on Reinforcement Learning for Managing a Hedge Fund

In hedge fund management, the ability to dynamically select optimal trading strategies is paramount for maximizing returns and mitigating risk. This paper presents a pioneering approach that integrates Reinforcement Learning (RL), specifically the Proximal Policy Optimization (PPO) algorithm, into t...

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Bibliographic Details
Main Authors: B. Belyakov, D. Sizykh
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10792442/
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