Tackling Decision Processes with Non-Cumulative Objectives using Reinforcement Learning

By Maximilian Nägele, Jan Olle, Thomas Fösel, Remmy Zen, Florian Marquardt

Published 2024-05-22

Everscope rating

1386.6

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Non-Cumulative Markov Decision Process Mapping. Problem types: Reinforcement Learning, Portfolio Optimization, Discrete Optimization, Quantum Error Correction.

arXiv:2405.13609 · Code · Paper rankings

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