A Soft Actor-Critic reinforcement learning framework for dynamic global equity allocation shows competitive risk-adjusted returns mainly in Euro Stoxx 50 but no consistent statistically significant outperformance versus buy-and-hold across all three markets.
IEEE Transactions on Big Data , volume =
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.PM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets
A Soft Actor-Critic reinforcement learning framework for dynamic global equity allocation shows competitive risk-adjusted returns mainly in Euro Stoxx 50 but no consistent statistically significant outperformance versus buy-and-hold across all three markets.