Asset Allocation through Reinforcement Learning for Swiss Pension Funds

• Forschungsstelle: INNOSUISSE
• Projektnummer: 102.048 IP-SBM
• Projekttitel Englisch: Asset Allocation through Reinforcement Learning for Swiss Pension Funds

Schlüsselwörter (Englisch)

Social sciences & business management, Finance

Abstract (Englisch)

Deep reinforcement learning is applied in the context of asset allocation and investment management as an innovative technique to overcome problems of classical portfolio optimization and allocation methods, with the goal of helping pension funds avoid large losses.