Aggregate portfolio management over all exchanges with real time streaming dashboard. High Frequency Reinforcement learning portfolio optimization. Visualization frameworks and interactive dashboards. Hot-caching meta-database tacking all data sources. 109% annualized return on live test portfolio account* Feb 01, 2020 · To address the challenge of continuous action and multi-dimensional state spaces, we propose the so called Stacked Deep Dynamic Recurrent Reinforcement Learning (SDDRRL) architecture to construct a real-time optimal portfolio. The algorithm captures the up-to-date market conditions and rebalances the portfolio accordingly.
Oct 15, 2020 · This paper proposed a framework for portfolio management and optimization based on deep reinforcement learning called DeepBreath. A portfolio contains multiple assets that are traded simultaneously to automatically increase the expected return on investment while minimizing the risk. We have presented a novel approach to calculate the price and optimal hedging strategies for portfolios of derivatives under market frictions using reinforcement learning methods. The approach is model- independent and scalable. Learning the optimal hedge for the portfolio is faster than for a single 8.
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