Learn To Manage Portfolio With Reinforcement LearningDownload PDF

Dec 14, 2020 (edited Dec 26, 2020)CUHK 2021 Course IERG5350 Blind SubmissionReaders: Everyone
  • Keywords: PPO, PG, Portfolio
  • TL;DR: Use some traditional RL method to manage portfolio
  • Abstract: Abstract: With the increase of high net worth population, wealth management is getting more and more attention. Traditional portfolio management requires a high professional threshold. Now that reinforcement learning is popular, due to the dynamic and continuity of portfolio management, it is very suitable to use continuous task reinforcement learning methods to solve this problem, so this article attempts to learn existing algorithms(such as PG and PPO) and apply them to this wealth management task. Video Address:https://drive.google.com/file/d/1zW4NTEbD7TZfLtGMdoJtELqD3dqpW287/view?usp=sharing
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