Opportunistic tactical portfolio management using genetic algorithm and reinforcement learning

Opportunistic tactical portfolio management using genetic algorithm and reinforcement learning

Market trend reversals are what allow investors to capture profits, but stock trading comes with risks. A good portfolio is therefore one that can diversify risks yet exploit market trend reversals to maximize returns. This paper describes the use of 3 portfolio rebalancing strategies to explore the...

Bibliografske podrobnosti
Glavni avtor:	Chan, Janice Rui En
Drugi avtorji:	Quek Hiok Chai
Format:	Final Year Project (FYP)
Jezik:	English
Izdano:	Nanyang Technological University 2020
Teme:	Engineering::Computer science and engineering
Online dostop:	https://hdl.handle.net/10356/137996

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