Dynamic control theory has long been used in solving optimal asset allocation problems,
and a number of trading decision systems based on reinforcement learning methods have …

This study extends a recurrent reinforcement portfolio allocation and rebalancing
management system with complex portfolio constraints using particle swarm algorithms. In …

A lot of strategies for Take Profit and Stop Loss functionalities have been propounded and
scrutinized over the years. In this paper, we examine various strategies added to a simple …

Engineering Investment Process: Making Value Creation Repeatable explores the
quantitative steps of a financial investment process. The authors study how these steps are …

This article introduces a performance analysis framework whereby the impact of a stop-loss
rule on trading strategies can be analyzed efficiently. To analyze the risk–return trade-off …

El presente trabajo estudia la utilidad de las órdenes stop-loss para mejorar el perfil de
riesgo-retorno de una inversión en acciones. Luego de una revisión teórica sobre el riesgo …