Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning

Understand

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem.

• The two primary goals of the portfolio management problem are maximizing profit and restrainting risk.
• However, most approaches to this problem solely take account of maximizing returns.
• Therefore, this paper proposes a deep reinforcement learning based trading agent that can manage the portfolio considering not only profit maximization but also risk restraint.