The Use of Deep Reinforcement Learning in Tactical Asset Allocation
“This paper presents the implementation of this proposed methodology applied to 30 stocks of the Dow Jones Industrial Average (DJIA).”
AssetEquitiesindices, single stocks
StrategyMarket timing
TechniqueFeedforward networkreinforcement learning
Also stated: benchmark, universe of 30 stocks
Missing from abstract: out-of-sample test, costs, multiple testing
Institutional-grade audit of this strategy.
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The paper's neighbourhoodMarket timing and tactical asset allocation by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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|---|---|---|---|---|---|
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| Fund Manager Alpha in Tactical Asset Allocation by Lee | 2026 |