Deep Reinforcement Learning-based Portfolio Optimization with Black-Litterman Model under Elliptical Distributions

Computer Science

• And-States 25%
• Baseline Model 25%
• Convolutional Neural Network 25%
• Deep Reinforcement Learning 100%
• Optimization Framework 25%
• Optimization Strategy 25%
• Performance Improvement 25%
• Performance Metric 25%
• Return Distribution 25%
• Statistical Property 25%

Engineering

• Complex Model 25%
• Convolutional Neural Network 25%
• Limitations 25%
• Metrics 25%
• Optimization Method 25%
• Optimization Strategy 25%
• Performance Improvement 25%
• Reinforcement Learning 100%
• Statistical Property 25%

Economics, Econometrics and Finance

• Capital Market Returns 50%
• Portfolio Selection 100%
• Volatility 25%