Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management
Researcher: Ruan Pretorius, University of the Witwatersrand, Johannesburg
Supervisors: Prof. Terence van Zyl, University of Johannesburg
Written by NEPTTP on . Posted in Research Reports
Researcher: Ruan Pretorius, University of the Witwatersrand, Johannesburg
Supervisors: Prof. Terence van Zyl, University of Johannesburg
Written by NEPTTP on . Posted in Research Reports
Researcher: Warren Freeborough, University of the Witwatersrand, Johannesburg
Supervisors: Prof. Terence van Zyl, University of the Witwatersrand, Johannesburg
Written by NEPTTP on . Posted in Research Reports
Researcher: Leslie Dwolatzky, University of the Witwatersrand, Johannesburg
Supervisors: Prof. Volker Schoer and Prof. Edward Webster, University of the Witwatersrand, Johannesburg
Written by NEPTTP on . Posted in Research Reports
Researcher: Mamphaga Ratshilengo, University of Venda
Supervisors: Dr C. Sigauke and Dr A. Bere, University of Venda
Written by NEPTTP on . Posted in Research Reports
Researcher: Subhashinidevi Pillay, University of the Witwatersrand, Johannesburg
Supervisors: Prof. Jennifer Fitchett and Dr Helen Robertson, University of the Witwatersrand, Johannesburg