Deep Reinforcement Learning for Stock Portfolio Optimization

Understand

Stock portfolio optimization is the process of constant re-distribution of money to a pool of various stocks.

• In this paper, we will formulate the problem such that we can apply Reinforcement Learning for the task properly.
• To maintain a realistic assumption about the market, we will incorporate transaction cost and risk factor into the state as well.
• On top of that, we will apply various state-of-the-art Deep Reinforcement Learning algorithms for comparison.