Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization

P Ndikum, S Ndikum - arXiv preprint arXiv:2403.07916, 2024 - arxiv.org
This research paper delves into the application of Deep Reinforcement Learning (DRL) in
asset-class agnostic portfolio optimization, integrating industry-grade methodologies with …

The New Era of Dynamic Pricing: Synergizing Supervised Learning and Quadratic Programming

G Bramao, I Tarygin - arXiv preprint arXiv:2402.14844, 2024 - arxiv.org
In this paper, we explore a novel combination of supervised learning and quadratic
programming to refine dynamic pricing models in the car rental industry. We utilize dynamic …