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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]: Stress Testing Financial Portfolios with RL #506

Open ashis2004 opened 4 months ago

ashis2004 commented 4 months ago

Is your feature request related to a problem? Please describe. Use RL to stress test financial portfolios by simulating extreme market conditions and adjusting portfolio allocations accordingly.

Describe the solution you'd like Steps: Define Environment: Model stress scenarios with extreme market conditions. State Representation: Include current portfolio allocations and market indicators. Reward Function: Reward for maintaining portfolio stability and minimizing losses during stress conditions. Training the Agent: Use RL to optimize portfolio allocations under stress scenarios.

ashis2004 commented 4 months ago

pls assign it me @Akshat111111