Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools

arXiv:2311.10801v3 Announce Type: replace-cross
Abstract: Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits. Reinforcement learning (RL) has recently shown its potential to train profitable agents for PM through interacting with financial markets. However, existing work mostly focuses on fixed stock pools, which is inconsistent with investors' practical demand. Specifically, the target stock pool of different investors varies dramatically due to their discrepancy on market …

abstract agents arxiv cs.ai cs.ce cs.lg financial long-term management portfolio profits q-fin.pm reinforcement reinforcement learning representation stock stocks through trading train type