Deep Reinforcement Learning with Meta-Learning and Signal Bands for Indian Equity Portfolio Management
- Title
- Deep Reinforcement Learning with Meta-Learning and Signal Bands for Indian Equity Portfolio Management
- Creator
- Kumar, R. Girishun; Manjunath, Chinthakunta; Kumar, Sandeep
- Description
- The portfolio is a collection of assets belonging to an investor. Managing the portfolio depends on the goal of the portfolio management. This paper proposed a new portfolio managing technique using a deep reinforcement learning framework combined with meta-learning and signal bands to optimize the returns and risk of the Nifty 50 index. The objective is to maximize portfolio returns by minimizing the risk, portfolio volatility, and drawdowns with constraints of transaction cost, maximum and minimum allocation, and availability of cash and holdings. The model executes the actions of buy, sell, and hold with the constraints, and the model executes any of those actions depending on the situation and model training. Proposed model recorded a 4.68 Sharpe ratio and 7.53 Sortino ratio while training the model. While testing the model, it recorded a 4.5 Sharpe ratio and 7.64 Sortino ratio, which aligns with the aim to achieve a higher Sortino and Sharpe ratio to build a robust model for risk-adjusted returns. Proposed approach aims to create a strong model for a portfolio management system that adapts to dynamic market conditions and optimizes investment strategies by integrating these techniques. The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2026.
- Source
- Lecture Notes in Networks and Systems;Volume;1372 LNNS;pp.529-544
- Date
- 01-01-2026
- Publisher
- Springer Science and Business Media Deutschland GmbH
- Subject
- Deep deterministic policy gradient; Deep reinforcement learning; Meta-learning; Portfolio management; Signal bands
- Coverage
- Kumar R.G., Department of Computer Science and Engineering, School of Engineering and Technology, CHRIST University, Bengaluru, India; Manjunath C., Department of Computer Science and Engineering (AI & ML), Vidyavardhaka College of Engineering, Mysore, India; Kumar S., Department of Computer Science and Engineering, School of Engineering and Technology, CHRIST University, Bengaluru, India
- Rights
- Restricted Access; Hardcopy may be available in the library
- Relation
- ISSN: 23673370; ISBN: 978-981965725-4;
- Format
- online
- Language
- English
- Type
- Conference paper
Collection
Citation
Kumar, R. Girishun; Manjunath, Chinthakunta; Kumar, Sandeep, “Deep Reinforcement Learning with Meta-Learning and Signal Bands for Indian Equity Portfolio Management,” CHRIST (Deemed To Be University) Institutional Repository, accessed June 20, 2026, https://archives.christuniversity.in/items/show/25570.