Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution

no code implementations • 23 Dec 2020 • Rundong Wang, Hongxin Wei, Bo An, Zhouyan Feng, Jun Yao

Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error.

Hierarchical Reinforcement Learning Management +2