ItemConference Paper

Utilizing Transforming Portfolio Management Through Automation Using Advanced Deep Reinforcement Learning Algorithms for Optimized Investment Strategies

Title
Utilizing Transforming Portfolio Management Through Automation Using Advanced Deep Reinforcement Learning Algorithms for Optimized Investment Strategies
Creator
Praveenraj, D. David Winster; Hemalatha, D.; Al-Farouni, Mohammed; Priya, S.; Arunkumar, B.; Mittal, Prakhar
Description
This paper focuses on the future possibility of enhancing the applications of DRL in autonomously managing a portfolio for better investment plans. Having used past financial data and a highly developed case of DRL, the proposed system shows better performance compared to conventional investment strategies and indices. This process includes data gathering from the financial databases, the steps of preprocessing and feature extraction, and the use of the DQN structure. After that, the system's training and validation are done by a finite portion of real-world data and a large number of synthesized data to improve stability. The result shows that the new method achieves superior cumulative return, Sharpe ratio, maximum drawdown, and annualized volatility; therefore, it suggests that the proposed system can flexibly predict the fluctuating stock market trends and make appropriate investment decisions. Thus, the present research adds importance to the use of DRL in improving return potential and risk management in portfolio management. Thus, this study adds to the existing literature and practice by allowing for the automation of the optimization and testing for investment solutions at a larger scale, while opening up opportunities for future developments in the application of financial technology and investment tools. 2025 IEEE.
Source
2025 International Conference on Automation and Computation, AUTOCOM 2025;pp.1368-1372
Date
01-01-2025
Publisher
Institute of Electrical and Electronics Engineers Inc.
Subject
Asset Allocation; Automated Trading Systems; Deep Reinforcement Learning; Financial Data Analysis; Investment Strategies; Machine Learning; Portfolio Management; Risk Management
Coverage
Praveenraj D.D.W., School of Business and Management, Christ University, Bangalore, India; Hemalatha D., School of Business and Management, Christ University, Bangalore, India; Al-Farouni M., College of Technical Engineering, The Islamic University, Department of Computers Techniques Engineering, Najaf, Iraq; Priya S., Kcg College of Technology, India; Arunkumar B., Karpagam Academy of Higher Education, Department of Computer Science Engineering, Coimbatore, India; Mittal P., Department of It, Atricure, Mason, OH, United States
Rights
Restricted Access; Hardcopy may be available in the library
Relation
ISBN: 979-833154237-5;
Format
online
Language
English
Type
Conference paper

Citation

Praveenraj, D. David Winster; Hemalatha, D.; Al-Farouni, Mohammed; Priya, S.; Arunkumar, B.; Mittal, Prakhar, “Utilizing Transforming Portfolio Management Through Automation Using Advanced Deep Reinforcement Learning Algorithms for Optimized Investment Strategies,” CHRIST (Deemed To Be University) Institutional Repository, accessed June 18, 2026, https://archives.christuniversity.in/items/show/25766.

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