- Introduction to deep RL, how to define a RL problem?
- Introduction to the problem statement and definition of the network architecture
- the types of networks used
- the scoring functions
- how to optimise for costs and other nuances
- The demo on the notebook
- exploratory data analysis
- demonstration of the RL framework + other comparative frameworks
- Demonstration of results in comparison with other comparative frameworks
- Resources/Papers to find more about deep RL for portfolio optimization
Key Takeaways for the Audience
- How to create a framework for portfolio management in python?
- Details of the nuances of the portfolio management and backtesting problem: data framework, problem structure, transaction cost management, etc.
- How to apply reinforcement learning for the portfolio management problem?
Key Takeaways f
