Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice

By Jeonggyu Huh, Yeoneung Kim, Seungwon Jeong

Published 2026-09-07

Everscope rating

1643.9

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: I-PGDPO (Self-Consistent Fixed-Latent OL-BPTT Policy Iteration). Problem types: Portfolio Optimization, Optimization, Reinforcement Learning, Stochastic Control.

arXiv:2608.17808 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.