Musonda Katongo

Worldquant University

201 St Charles Ave #2500

New Orleaans, LA

United States

Worldquant University

Place St Charles

201 St Charles Ave #2500

New Orleans, LA 70170

United States

  • Worldquant University

  • Worldquant University

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The Use of Deep Reinforcement Learning in Tactical Asset Allocation

Number of pages: 18 Posted: 29 Mar 2021 Last Revised: 30 Mar 2021
Musonda Katongo and Ritabrata Bhattacharyya
Worldquant University and WorldQuant University
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Abstract:

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Tactical Asset Allocation, Reinforcement Learning, Neural Networks, Markov Decision Process, Asset Portfolio