Deep Reinforcement Learning for Portfolio Optimization
Ernie Chan (noreply@blogger.com)
Is it really better than Predictnow.ai's Conditional Portfolio Optimization scheme? We wrote a lot about transformers in the last three blog posts . Their sole purpose was for feature transformation / importance weighting. These transformed and attention-weighted features will be used as input to downstream applications. In this blog post, we will discuss one such application: portfolio optimization via deep reinforcement learning. Read more here...