Asset Allocation through Reinforcement Learning for Swiss Pension Funds

Research unit

INNOSUISSE

Project number

102.048 IP-SBM

Project title

Asset Allocation through Reinforcement Learning for Swiss Pension Funds

Texts for this project

	German	French	Italian	English
Key words	-	-	-
Abstract	-	-	-

Category	Text
Key words (English)	Social sciences & business management, Finance
Abstract (English)	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.