An RL agent fed price, SEC, and news sentiment data slightly beats the S&P 500 in a 2018-2019 backtest, but trails a simple equal-weight buy-and-hold.
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Multimodal Deep Reinforcement Learning for Portfolio Optimization
An RL agent fed price, SEC, and news sentiment data slightly beats the S&P 500 in a 2018-2019 backtest, but trails a simple equal-weight buy-and-hold.