LIACS Thesis Repository
These webpages contain theses and reports by students affiliated with the various bachelor and master programmes offered at the Leiden Institute of Advanced Computer Science
(LIACS),
the computer science and artificial intelligence department of Leiden University.
The following thesis was written by a student who graduated in 2024-2025 from the Master Computer Science programme at Leiden University.
Thesis details
| Title | Deep Reinforcement Learning in Portfolio Allocation |
| Student | IJbema, J. (Jonathan) |
| Programme | Master Computer Science |
| Year | 2024-2025 |
| Supervisors | Dr. Z. Yang (first supervisor) Plaat, prof.dr. A. (Aske) |
| Thesis | Open Thesis PDF |
Citation details
IJbema, J. (Jonathan), Deep Reinforcement Learning in Portfolio Allocation, Thesis Master Computer Science, LIACS, Leiden University, 2025.