Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets

In three linesDeep reinforcement learning framework for dynamic portfolio allocation across global equity markets. Soft Actor-Critic optimizes continuous weights with transaction costs and diversification constraints. Evaluation on Nasdaq-100, Nikkei 225, Euro Stoxx 50 (2003-2026): significant abnormal returns on Euro Stoxx 50, but no statistically significant outperformance vs Buy and Hold across all markets.

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