Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs

• Nak Hyun Jung,

  Roles Conceptualization, Data curation, Funding acquisition, Formal analysis, Investigation, Methodology, Resources, Software, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Seoul AI School, aSSIST University, Seoul, Republic of Korea

  https://orcid.org/0009-0007-7390-1714

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• Taeyeon Oh

  Roles Project administration, Supervision, Validation, Writing – review & editing

  * E-mail: tyoh@assist.ac.kr

  Affiliation Seoul AI School, aSSIST University, Seoul, Republic of Korea

  https://orcid.org/0000-0002-1867-5554

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