Instruct: Given a scientific paper title, retrieve paper titles that are cited by the given paper
Query: Dynamic portfolio management with transaction costs
Lifetime Portfolio Selection by Dynamic Stochastic Programming
Portfolio Selection in Stochastic Environments
Portfolio Optimization with Mental Accounts
Portfolio Management using Reinforcement Learning
Independent factor reinforcement learning for portfolio management
Mean-Variance Optimization in Markov Decision Processes
Financial portfolio management through the goal programming model: Current state-of-the-art
Tax-Aware Dynamic Asset Allocation
optimal trade execution : a mean – quadratic - variation approach ∗ .
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation
Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem
Extensions of black-litterman portfolio optimization model with downside risk measure
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
Adaptive stock trading with dynamic asset allocation using reinforcement learning
MODIFIED BREGMAN ITERATION FOR PORTFOLIO OPTIMIZATION
Financial Portfolio Optimization: Computationally guided agents to investigate, analyse and invest!?
Reinforcement Learning for Trading Systems and Portfolios
Combinatorial portfolio selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET)
PERFORMANCE FUNCTIONS AND REINFORCEMENT LEARNING FOR TRADING SYSTEMS AND PORTFOLIOS
Detecting Surgical Tools by Modelling Local Appearance and Global Shape
Specific dynamic action: a review of the postprandial metabolic response
Dynamic Programming and Optimal Control
Design and mode switching of wheel-leg adaptable amphibious robot
Closed-Form BER Expressions of QPSK Constellation for Uplink Non-Orthogonal Multiple Access