Deep Reinforcement Learning for Asset Management - Abu Dhabi Machine Mearning meetup (ADML) Presentation Slides

Abstract

The motivation of this paper is to prove that Reinforcement Learning (RL) can shed new light on traditional asset management questions. We start by presenting two applications: strategy decoding and portfolio allocation before explaining how RL can revisit traditional financial problems and generalizing existing methods. We conclude the presentation on some mathematical foundations.

Keywords: Strategy Decoding, Portfolio Allocation, Reinforcement Learning

JEL Classification: C6, C63