Opportunistic tactical portfolio management using genetic algorithm and reinforcement learning
Market trend reversals are what allow investors to capture profits, but stock trading comes with risks. A good portfolio is therefore one that can diversify risks yet exploit market trend reversals to maximize returns. This paper describes the use of 3 portfolio rebalancing strategies to explore the...
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格式: | Final Year Project |
語言: | English |
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Nanyang Technological University
2020
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在線閱讀: | https://hdl.handle.net/10356/137996 |
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