CERS-DR : cycle-based ETF rotation strategy with dynamic rebalancing with the application of reinforcement learning and neural network

It is widely studied and acknowledged that the economy moves in cycles. The business cycle is defined as the natural fluctuation of the economy between periods of expansion and contraction. Following this business cycle, specific industries can outperform or underperform at different phases. As a le...

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Bibliographic Details
Main Author: Miharja, Toni
Other Authors: Quek Hiok Chai
Format: Final Year Project (FYP)
Language:English
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10356/77025