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Deep Reinforcement Learning & Feature Extraction For Constructing Alpha Generating Equity Portfolios

Deep Reinforcement Learning & Feature Extraction For Constructing Alpha Generating Equity Portfolios

Artificial Intelligence & Machine Learning

Authors propose a method employing powerful machine learning technique (Deep Reinforcement Learning) to try to catch the missing pieces of information behind the decision process and use them as a prediction tool to construct quarterly equity portfolios. See our piece: Deep Reinforcement Learning Applications

Feature extraction becomes paramount for success.

Moreover, reinforcement learning is an area of machine learning concerned with how intelligent agents ought to take actions in an environment in order to maximize the notion of cumulative reward. 

A very exciting area of Machine Learning.

Download the Full paper:

Deep Reinforcement Learning & Feature Extraction For Constructing Alpha Generating Equity Portfolios by Alexander Fleiss, Amrith Kumaar, Adam Rida, Junsup Shin, Xinying Lai, Vivian Fang, Jialiang Chen, Ang Li :: SSRN

Reinforcement Learning Vs Deep Learning

Artificial Intelligence & Machine Learning

Dr. Igor Halperin on Reinforcement Learning & IRL For Investing & The Dangers of Deep Learning

Fleiss, Alexander and Kumaar, Amrith and Rida, Adam and Shin, Junsup and Lai, Xinying and Fang, Vivian and Chen, Jialiang and Li, Ang, DRL & Feature Extraction For Constructing Alpha Generating Equity Portfolios (November 8, 2021). Available at SSRN: https://ssrn.com/abstract=3958478 or http://dx.doi.org/10.2139/ssrn.3958478

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