Derong Liu

AHRL-PM: Asynchronous Hierarchical Reinforcement Learning Framework for Enhanced Portfolio Management.

Ablation studies comparing the AHRL-PM model to a synchronous model and single-layer reinforcement learning (RL) approaches validated its superior performance in terms of profitability and risk-adjusted returns, while also highlighting significant reductions in training time and appropriate portfolio weight adjustments to respond to market dynamics and uncertainties, underscoring the model's efficiency and practical applicability.