Asset Allocation through Reinforcement Learning for Swiss Pension Funds

• Unité de recherche: INNOSUISSE
• Numéro de projet: 102.048 IP-SBM
• Titre du projet anglais: Asset Allocation through Reinforcement Learning for Swiss Pension Funds

Mots-clé (Anglais)

Social sciences & business management, Finance

Résumé des résultats (Abstract) (Anglais)

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.