The paper derives and tests an RL-based mean-variance strategy for multi-period asset-liability management with hidden bull/bear regimes, but its filtering step is not valid.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.OC 1years
2025 1verdicts
REJECT 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Multi-period Asset-liability Management with Reinforcement Learning in a Regime-Switching Market
The paper derives and tests an RL-based mean-variance strategy for multi-period asset-liability management with hidden bull/bear regimes, but its filtering step is not valid.