Dynamic portfolio rebalancing through reinforcement learning

• Main Authors: Lim, Eddy Qing Yang, Cao, Qi, Quek, Cai
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Computer science and engineering; Reinforcement Learning; Dynamic Portfolio Rebalancing
• Online Access: https://hdl.handle.net/10356/162716
• Institution: 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...