Dynamic portfolio rebalancing through reinforcement learning

Advances in prospect theory: Cumulative representation of uncertainty

Amos Tversky, Daniel Kahneman · Journal of Risk and Uncertainty · 1992 · 15.3K citations

High Uncertainty, Engineering, Behavioral Decision Making +12

Artificial intelligence: A modern approach

Nils J. Nilsson · Artificial Intelligence · 1996 · 10.7K citations

Artificial Intelligence, Engineering, Applied Intelligent System +4

Reinforcement Learning: An Introduction

Jeffrey D. Johnson, Jinghong Li, Zengshi Chen · Neurocomputing · 2000 · 8.7K citations

Artificial Intelligence, Engineering, Deep Reinforcement Learning +3

Cryptocurrency portfolio management with deep reinforcement learning

Zhengyao Jiang, Jinjun Liang · 2017 Intelligent Systems Conference (IntelliSys) · 2017 · 260 citations

Computational Finance, Asset Pricing, Data Science +13

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

Saud Almahdi, Steve Y. Yang · Expert Systems with Applications · 2017 · 226 citations

Recurrent Reinforcement, Portfolio Optimization, Asset Pricing +12