ISSN:1005-3026

HYBRID REINFORCEMENT LEARNING BASED GA FOR PORTFOLIO OPTIMIZATION

Abdul Khayyum Farooqui

Research Scholar, Department of Computer Science Engineering, Sreenidhi Institute of Science and Technology, Mail ID – abdulkhayyum.519@gmail.com

Abstract

Investors must constantly balance the competing objectives of lowering risks and simultaneously increasing earnings in all markets. American financial economist Harry Markowitz developed the so-called optimal portfolio theory in 1952, taking into consideration the trade-offs between risk and return. In this work, a novel GA based on Q-learning was developed to maximise returns and minimize losses. When compared to a convective GA, the suggested approach is then used to assess the model’s efficacy.