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Hybrid DRL for Stock Portfolio Optimization by Vishal RK is a document available to read on EtoBox.
What is Hybrid DRL for Stock Portfolio Optimization about?
The document presents a hybrid deep reinforcement learning (DRL) model integrated with a cumulative prospect theory (CPT) approach for stock prediction and portfolio optimization. It utilizes a gated recurrent unit network (GRUN) to predict stock prices and a quantum differential evolution algorithm (Q-DEA) for selecting optimal assets, achieving minimal error rates in performance metrics. The proposed model demonstrates superior performance compared to existing methods in terms of prediction accuracy and p
- Author
- Vishal RK
- Language
- EN