- Article
Applications of Markov Decision Process Model and Deep Learning in Quantitative Portfolio Management during the COVID-19 Pandemic
- Han Yue,
- Jiapeng Liu and
- Qin Zhang
Whether for institutional investors or individual investors, there is an urgent need to explore autonomous models that can adapt to the non-stationary, low-signal-to-noise markets. This research aims to explore the two unique challenges in quantitati...