Reinforced learning for portfolio management

• 主要作者: Chua, Melvin Chong Wei
• 其他作者: Bo An
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2023
• 主題: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; Engineering::Computer science and engineering::Software::Software engineering
• 在線閱讀: https://hdl.handle.net/10356/166000

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...