Automated Portfolio Rebalancing using Q-learning.
Narayana DarapaneniAmitavo BasuSanket SavlaRaamanathan GururajanNajmus SaquibSudarshan SinghaviAishwarya KalePratik BidAnwesh Reddy PaduriPublished in: UEMCON (2020)
Keyphrases
- reinforcement learning
- multi agent
- fully automated
- state space
- semi automated
- function approximation
- decision making
- cooperative
- portfolio management
- optimal policy
- automated analysis
- action selection
- database
- search tree
- case study
- transaction costs
- td learning
- bucket brigade
- semi automatic
- parallel algorithm
- relational databases
- multi agent systems
- machine learning