Reinforcement trading for multi-market portfolio with crisis avoidance

The global financial market comes to a new crisis in 2020 triggered by the COVID-19 pandemic. During such a period, it is crucial for a portfolio manager to adopt policies that can preserve the value of the portfolio. Although innovations in computational finance using Machine Learning emerge rapidl...

Full description

Saved in:
Bibliographic Details
Main Author: Cai, Lingzhi
Other Authors: Quek Hiok Chai
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2020
Subjects:
Online Access:https://hdl.handle.net/10356/139001
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English