使用多代理强化学习进行投资组合管理.pdf

1、2024 Databricks Inc.All rights reservedSTOCK PORTFOLIO STOCK PORTFOLIO MANAGEMENT USING MANAGEMENT USING AIAIAyesha NasimAyesha NasimAI&ML EngineerAI&ML Engineer12024 Databricks Inc.All rights reserved2024 Databricks Inc.All rights reserved Experienced in Developing Developing&OperatingOperatingTech

2、nology Agnostic AIAI-Based Based Enterprise Scale Products Masters in Data Science and Working Allegis Group as MLOps EngineerABOUT THE SPEAKERABOUT THE SPEAKER22024 Databricks Inc.All rights reserved3POWER OF DATA POWER OF DATA FUELED AIFUELED AI-BASED BASED INVESTMENT INVESTMENT DECISIONSDECISIONS

3、2024 Databricks Inc.All rights reservedDeveloped an Automated Stock Portfolio Management System and overall net gain in terms of a dollar amount,using:Multi-Agent Reinforcement LearningTop 10 Stable&Volatile Stocks each from S&PCombination of Leading,Lagging,and Coincident Technical IndicatorsSentim

4、ents from News Publications4VISIONVISIONPortfolio Management Using MultiPortfolio Management Using Multi-Agent Reinforcement LearningAgent Reinforcement Learning2024 Databricks Inc.All rights reservedDevelopmentDevelopment EnvironmentEnvironmentLibrariesLibraries5TOOLS&TECHNOLOGIESTOOLS&TECHNOLOGIES

5、Google CollabVS CodePandasTexBlobOpenAI GymStable Baselines3Data SourceData SourceYahoo Finance(Stock Prices)Kaggle(News)FRED2024 Databricks Inc.All rights reserved2024 Databricks Inc.All rights reservedARCHITECTUREARCHITECTURE2024 Databricks Inc.All rights reserved2024 Databricks Inc.All rights res

6、ervedIMPLEMENTATIONIMPLEMENTATION7KickKick-offoffTime Period SelectionTime Period Selection-Idea Inception-Reviewed Pre-Existing WorkExplored GDP&Stocks Historical Data How effective can a Multi-Agent Reinforcement Learning Algorithm be for Automated Stock Portfolio Management?2024 Databricks Inc.Al