A* Tree Search for Portfolio Management

Understand

We propose a planning-based method to teach an agent to manage portfolio from scratch.

• Our approach combines deep reinforcement learning techniques with search techniques like AlphaGo.
• By uniting the advantages in A* search algorithm with Monte Carlo tree search, we come up with a new algorithm named A* tree search in which best information is returned to guide next search.
• Also, the expansion mode of Monte Carlo tree is improved for a higher utilization of the neural network.