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

JIANG Yingxin, ZHOU Ming

Journal of Systems Science & Complexity ›› 2026

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中国科学院数学与系统科学研究院期刊网
JSSC
PDF(8153 KB)
Journal of Systems Science & Complexity ›› 2026

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

  • JIANG Yingxin1, ZHOU Ming2
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