GitHub repository: sakshi-s/Portfolio-Optimization-using-Deep-Learning-Techniques
Created: 2020-11-10T12:39:51Z
Description: Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of state-of-the-artartificial intelligence techniques, namely Reinforcement Learning algorithms,for trading securities in the Indian stock market.  We begin our discussionby glancing over Markov Decision Processes (MDP), the mathematical basisthat underpins this RL algorithm.  We then examine the Deep- Q-learningalgorithm  (DQN)  to  begin  our  study.   We  also  test  the  algorithm  on  twostocks in the Indian market to generate a sizeable profit on a portfolio of asingle share, for a discrete set of actions, buy/sell/hold (+1,-1,0).