A Multi-Model Adaptive Q-Learning Framework for Robust Portfolio Management in Stochastic Markets
This study presents TAQLA, a new Tabular Adaptive Q-Learning Agent for portfolio management in stochastic financial markets. TAQLA rests on a multi-model reinforcement learning (RL) architecture that integrates parameter-adaptive Q-Learning mechanisms into softmax-based exploration to reconcile short-term profit maximization with long-term capital preservation. The method is contrasted with vanilla Q-Learning… Read full abstract & cite →