Harnessing Reinforcement Learning for Agile Portfolio Management in Nifty 50 Stock Analysis
DOI:
https://doi.org/10.55011/STAIQC.2024.4103Keywords:
Reinforcement Learning (RL), Portfolio Management, Nifty 50 Stocks, Optimized Portfolio PerformanceAbstract
This ground-breaking research paper introduces a novel application of Reinforcement Learning (RL) for portfolio management
in the context of Nifty 50 stock analysis. Traditional portfolio management methods often suffer from static allocation models
that lack adaptability to market dynamics, resulting in suboptimal performance and increased risk. In response to this
limitation, we propose a pioneering approach that harnesses the power of RL to construct an agile and adaptive portfolio
management system capable of dynamically adjusting stock allocations based on real-time market trends and risk assessments.
By leveraging the learning capabilities of RL, we demonstrate the system's efficacy in creating resilient and flexible investment
strategies, ultimately leading to optimized portfolio performance within the Nifty 50 index.