Portfolio Construction using Graph Networks and RL
Finance & Banking
Project Sponsor:
Orion
Orion is a premier provider of the tech-enabled fiduciary process that transforms the advisor-client relationship by enabling financial advisors to Prospect, Plan, Invest, and Achieve.
Graphs are a natural and ubiquitous representation for describing complex data structures. They are commonly used in a variety of fields, such as computer vision, bioinformatics, computer security, and social network analysis. The goal of this project is to test whether combining concepts from graph neural networks and reinforcement learning methods can provide an enhanced portfolio construction process. A key component of the project is defining how to represent the graph structure.