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An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown

Recurrent ReinforcementPortfolio OptimizationAsset PricingPortfolio SelectionRisk-return Portfolio OptimizationQuantitative FinanceManagementBusinessTrading ModelPortfolio ManagementMaximum DrawdownFinancial EngineeringPortfolio AllocationFinanceRisk-averse Optimization