Dynamic portfolio rebalancing through reinforcement learning

• Main Authors: Lim, Eddy Qing Yang, Cao, Qi, Quek, Cai
• 其他作者: School of Computer Science and Engineering
• 格式: Article
• 語言: English
• 出版: 2022
• 主題: Engineering::Computer science and engineering; Reinforcement Learning; Dynamic Portfolio Rebalancing
• 在線閱讀: https://hdl.handle.net/10356/162716
• 機構: Nanyang Technological University

Portfolio managements in financial markets involve risk management strategies and opportunistic responses to individual trading behaviours. Optimal portfolios constructed aim to have a minimal risk with highest accompanying investment returns, regardless of market conditions. This paper focuses on p...