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Portfolio Optimization using Reinforcement Learning


Reinforcement learning is arguably the coolest branch of artificial intelligence. It has already proven its prowess: stunning the world, beating the world champions in games of Chess, Go, and even DotA 2. Using RL for stock trading has always been a holy grail among data scientists. Stock trading has drawn our imaginations because of its ease of access and to misquote Cardi B, we like diamond and we like dollars . There are several ways of using Machine Learning for stock trading. One approach is to use forecasting techniques to predict the movement of the stock and build some heuristic based bot that uses the prediction to make decisions.