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In brief, what are some mainstream and recent applications of reinforcement learning in finance that fall outside of the usual scope of agent-based modeling?

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Really recommend this book for RL in finance :

He talks about QLBS, q-learning setup for black scholes, RL for investment management and inverse RL for trading.

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See Alexandr Honchar's post on portfolio optimization with RL: https://medium.com/swlh/ai-for-portfolio-management-from-markowitz-to-reinforcement-learning-cffedcbba566

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  • $\begingroup$ Can you explain how Q-learning portfolios described in your link work? How does RL determine which action for which state, and is this restricted to day-trading $\endgroup$ – develarist Nov 7 '20 at 0:29

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