In this chapter, we looked at one of the recently published approaches to using deep reinforcement learning in financial portfolio management. We looked at a problem statement in financial portfolio management, the objectives of a portfolio manager, and mapped the problem statement to a reinforcement learning task. We also learned about different financial metrics for benchmarking performance and different existing online portfolio management approaches. This research topic of automating financial portfolio using deep reinforcement learning is among the most challenging tasks to solve in the AI community. Therefore, apart from the approach covered in this chapter do try to study other traditional machine learning approaches in algorithmic trading.
In the next chapter, we will study the use of reinforcement learning in robotics, the current challenges, and their proposed...
