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Reinforcement learning for bond portfolio management: an actor-critic approach

Reinforcement learning for bond portfolio management: an actor-critic approach
Reinforcement learning for bond portfolio management: an actor-critic approach
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Niranjan, Mahesan
5cbaeea8-7288-4b55-a89c-c43d212ddd4f
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Niranjan, Mahesan
5cbaeea8-7288-4b55-a89c-c43d212ddd4f

Nunes, Manuel, Gerding, Enrico, McGroarty, Frank and Niranjan, Mahesan (2024) Reinforcement learning for bond portfolio management: an actor-critic approach. Finance and Business Analytics Conference, , Athens, Greece. 12 - 14 Jun 2024.

Record type: Conference or Workshop Item (Paper)

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More information

Published date: June 2024
Venue - Dates: Finance and Business Analytics Conference, , Athens, Greece, 2024-06-12 - 2024-06-14
Learn more about Agents, Interactions and Complexity research Learn more about Vision, Learning and Control research

Identifiers

Local EPrints ID: 493849
URI: http://eprints.soton.ac.uk/id/eprint/493849
PURE UUID: fa4ae019-3fe5-457f-9b39-6e886db5dafa
ORCID for Manuel Nunes: ORCID iD orcid.org/0000-0002-7116-5502
ORCID for Enrico Gerding: ORCID iD orcid.org/0000-0001-7200-552X
ORCID for Frank McGroarty: ORCID iD orcid.org/0000-0003-2962-0927
ORCID for Mahesan Niranjan: ORCID iD orcid.org/0000-0001-7021-140X

Catalogue record

Date deposited: 16 Sep 2024 16:32
Last modified: 17 Sep 2024 02:03

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Contributors

Author: Manuel Nunes ORCID iD
Author: Enrico Gerding ORCID iD
Author: Frank McGroarty ORCID iD
Author: Mahesan Niranjan ORCID iD

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