Reinforcement Learning for Single-Stock Portfolio Optimization in Equity Markets

Cihang Huang, Zhucui Jing

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DOI: 10.1007/s44196-025-01105-x
Published: 2025-12-30
Container: International Journal of Computational Intelligence Systems
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s44196-025-01105-x,
  title = {Reinforcement Learning for Single-Stock Portfolio Optimization in Equity Markets},
  author = {Cihang Huang and Zhucui Jing},
  year = {2025},
  journal = {International Journal of Computational Intelligence Systems},
  doi = {10.1007/s44196-025-01105-x},
  url = {https://doi.org/10.1007/s44196-025-01105-x}
}

RIS

TY  - JOUR
TI  - Reinforcement Learning for Single-Stock Portfolio Optimization in Equity Markets
AU  - Cihang Huang
AU  - Zhucui Jing
PY  - 2025
JO  - International Journal of Computational Intelligence Systems
DO  - 10.1007/s44196-025-01105-x
UR  - https://doi.org/10.1007/s44196-025-01105-x
ER  -

APA

Huang, C., & Jing, Z. (2025). Reinforcement Learning for Single-Stock Portfolio Optimization in Equity Markets. International Journal of Computational Intelligence Systems. https://doi.org/10.1007/s44196-025-01105-x

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crossref · retrieved 2026-11-10T11:53:01.057Z