Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints

By Thai Nguyen, Pertiny Nkuize

Published 2026-04-24

Everscope rating

1917.4

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Entropy-Regularized Continuous-Time Reinforcement Learning with HJB PDE Analysis. Problem types: Portfolio Optimization, Reinforcement Learning, Optimization, Risk Management.

arXiv:2604.22188 · Paper rankings

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