Using Deep RL and NLP to allocate stocks in portfolio
Competitive Programming
Mentors :
Nikhil Tiwari
Ishan Jain (200100073)
Mentees :
5
"The plan is to use deep reinforcement learning to automate portfolio allocation by training intelligent agent on historical stock prices. Above this we would also by analyzing data from social media like twitter using NLP to do market sentiment analysis.
More details can be found in the paper given https://www.sciencedirect.com/science/article/pii/S2215098621000070 "
Prerequisites : Enthusiasm
Tentative Timeline :
| Week | Work |
|---|---|
| Week 1 | Read basics of deep learning and NLP |
| Week 2 | Understand specific RL concepts that are useful for project |
| Week 3 | Start basic implementation of research paper ie., use deep learning initially |
| Week 4 | Use deep RL to make a well performing model than previous one |
| Week 5-6 | Use NLP to do market sentiment analysis, Make a proper pipeline |
| Week 7 | Build an UI |
