A PPO agent with reliability-shaped rewards and GARCH–EVT–t-copula scenarios matches or approaches NSGA-II on global equity indices across pre/COVID/post-COVID regimes under variance, CVaR, and EVaR.
Risk-adjusted deep reinforcement learning for portfolio optimization: A multi-reward approach.International Journal of Computational Intelligence Systems, 18(1):126, 2025
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Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization
A PPO agent with reliability-shaped rewards and GARCH–EVT–t-copula scenarios matches or approaches NSGA-II on global equity indices across pre/COVID/post-COVID regimes under variance, CVaR, and EVaR.