Reinforced learning for portfolio management

• Main Author: Chua, Melvin Chong Wei
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2023
• Subjects: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; Engineering::Computer science and engineering::Software::Software engineering
• Online Access: https://hdl.handle.net/10356/166000
• Institution: Nanyang Technological University

The use of reinforcement learning in managing portfolios is a current area of focus in the financial technology field. This research aims to find the best way to redistribute a fund among different financial assets over an extended period, through trial and error. Current methods have limitations, a...