no code implementations • 27 May 2023 • Jaydip Sen, Aditya Jaiswal, Anshuman Pathak, Atish Kumar Majee, Kushagra Kumar, Manas Kumar Sarkar, Soubhik Maji
Three approaches of portfolio optimization that are considered in this work are the mean-variance portfolio (MVP), hierarchical risk parity (HRP) portfolio, and reinforcement learning-based portfolio.