Reinforcement learning with maskable stock representation for portfolio management in customizable stock pools

• Main Authors: ZHANG, Wentao, ZHAO, Yilei, SUN, Shuo, YING, Jie, XIE, Yonggang, SONG, Zitao, WANG, Xinrun, AN, Bo
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: portfolio management; reinforcement learning; representation learning; Artificial Intelligence and Robotics; Finance and Financial Management; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/9126; https://ink.library.smu.edu.sg/context/sis_research/article/10129/viewcontent/3589334.3645615_pvoa_cc_by__1_.pdf
• Institution: Singapore Management University

Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits. Reinforcement learning (RL) has recently shown its potential to train profitable agents for PM through interacting with...