Dynamic Log Mean-Variance Portfolio Optimization with Transaction Costs via Deep Reinforcement Learning

中国科学院数学与系统科学研究院期刊网

Dynamic Log Mean-Variance Portfolio Optimization with Transaction Costs via Deep Reinforcement Learning

JIANG Yingxin, ZHOU Ming

Dynamic Log Mean-Variance Portfolio Optimization with Transaction Costs via Deep Reinforcement Learning

JIANG Yingxin, ZHOU Ming

系统科学与复杂性(英文) . 2026, (): 0 .