Reinforcement Learning for Finance From Portfolio Allocation to Smart Execution【電子書籍】[ Victor Trex ]

＜p＞"Reinforcement Learning for Finance: From Portfolio Allocation to Smart Execution"＜/p＞ ＜p＞Reinforcement learning is rapidly reshaping how markets are modeled, portfolios are managed, and trades are executed. This book is written for quantitative researchers, systematic portfolio managers, execution quants, and technically inclined practitioners who want to move beyond back-of-the-envelope heuristics to fully specified learning agents. Bridging modern RL with institutional finance, it offers a rigorous yet practical roadmap from economic intuition and microstructure detail to live trading systems.＜/p＞ ＜p＞Readers will learn how to cast portfolio allocation and execution problems as Markov or partially observable decision processes, design economically meaningful rewards, and engineer robust state representations from noisy market data. The text proceeds from value-based and policy-gradient algorithms to model-based, offline, and safe RL, always grounded in realistic cost, risk, and li．．．楽天市場のショップで商品詳細の続きを見る