Reinforcement trading for multi-market portfolio with crisis avoidance
The global financial market comes to a new crisis in 2020 triggered by the COVID-19 pandemic. During such a period, it is crucial for a portfolio manager to adopt policies that can preserve the value of the portfolio. Although innovations in computational finance using Machine Learning emerge rapidl...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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Nanyang Technological University
2020
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| Online Access: | https://hdl.handle.net/10356/139001 |