Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization

By Srijan Sood, Kassiani Papasotiriou, Marius Vaiciulis, Tucker Balch

Published 2026-02-19

Everscope rating

1608.6

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Deep Reinforcement Learning with PPO for Portfolio Allocation. Problem types: Portfolio Optimization, Reinforcement Learning, Optimization, Risk Management.

arXiv:2602.17098 · Paper rankings

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