Financial trading is about buying and selling of financial instruments in the hope of making a profit. Risk is the core part of financial trading, which needs to be managed and minimized. Reinforcement learning (RL) is a type of machine learning, in which software agents take actions in a given enviornment to maximize cumulative reward (also known as profit). This project is intended to apply RL for trading shares in an attempt to maximize the profit, and to minmize the risk.
- Literature review
- Prototyping the proposed model in Python
- Conducting experiments
Applicant's Learning Objectives:
- Experience how to conduct research
- Examine proposed concepts or ideas with protptypes
- Write up research document