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.
Application of deep reinforcement learning in stock trading strategies and stock forecasting.Computing, 2019
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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.