Projects funded by the NCN
Self-driving investments: building effective portfolios with deep reinforcement learning
2021/41/N/HS4/02344
Keywords:
portfolio optimization machine learning in finance reinforcement learning forecasts equities robo-advisory
Descriptors:
- HS4_006:
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Poznaniu, Instytut Finansów
woj. wielkopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 20 - announced on 2021-03-15
Amount awarded: 135 963 PLN
Project start date (Y-m-d): 2022-01-04
Project end date (Y-m-d): 2026-01-03
Project duration:: 48 months (the same as in the proposal)
Project status: Pending project
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (1)
- How to fly to safety without overpaying for the ticketAuthors:Tomasz Kaczmarek, Przemysław GrobelnyAcademic press:Economics and Business Review (rok: 2023, tom: 9(2), strony: 160–183), Wydawca: Poznań University of Economics and Business PressStatus:PublishedDOI:10.18559/ebr.2023.2.738 - link to the publication