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Tian-Hao Yuan

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Open access Sep 2026

FrontierStep-RL: Fixed-Dimensional Structured Actions for Transaction-Cost-Aware Portfolio Reinforcement Learning

This study proposes FrontierStep-RL, which replaces the direct N-dimensional action with two bounded variables: a frontier coordinate and a rebalancing step, which supports fixed-dimensional target selection and controlled execution for scalable, transaction-cost-aware portfolio RL.

Hou-Yu Zou, Hui Li, Feng Xue et al. · 0 citations

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