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"A Sharpe Ratio Based Reward Scheme in Deep Reinforcement Learning for ..."
Georgios Rodinos et al. (2023)
- Georgios Rodinos, Paraskevi Nousi, Nikolaos Passalis
, Anastasios Tefas
:
A Sharpe Ratio Based Reward Scheme in Deep Reinforcement Learning for Financial Trading. AIAI (1) 2023: 15-23
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