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首页  >  Frontiers in Economic and Management Research (Volume 7)  >  详情

论文

Reinforcement Learning in Repeated Portfolio Decisions

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作者

刘金全 (1964-)，男，吉林大学数量经济研究中心教授，博士生导师，主要研究方向为宏观经济计量分析。

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Reinforcement Learning in Repeated Portfolio Decisions

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论文目录

  • 1 Introduction
  • 2 The Reinforcement Learning Models
    1. 2.1 Basic Reinforcement Learning Model
    2. 2.2 Reinforcement Learning Representing Return，Risk，and Correlation
  • 3 Experiment No.1
    1. 3.1 Method
      1. Participants
      2. Procedure
    2. 3.2 Results
      1. 1.Risk attitude
      2. 2.The MV model’s prediction and investment decisions
      3. 3.The learning models
    3. 3.3 Summary of Experiment No.1
  • 4 Experiment No.2
    1. 4.1 Methods
      1. 1.Participants
      2. 2.Procedure
    2. 4.2 Results
      1. 1.Risk attitude
      2. 2.Comparison with the MV model’s prediction
      3. 3.Comparison of the two experiments
      4. 4.The learning models
    3. 4.2 Summary of Experiment No.2
  • 5 General Discussion
  • Appendix （Not for publication）
    1. Instructions for Experiment No.1
    2. Part I Portfolio Decision Making
    3. Part II Gamble Choices

论文图片/图表

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