Reinforcement trading for multi-market portfolio with crisis avoidance

• Main Author: Cai, Lingzhi
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: https://hdl.handle.net/10356/139001
• Institution: Nanyang Technological University

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...