Reinforcement learning–based bond portfolio optimization using DQN agents and interactive Power BI dashboards for trading strategy and portfolio performance analysis.
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Updated
May 26, 2026 - Jupyter Notebook
Reinforcement learning–based bond portfolio optimization using DQN agents and interactive Power BI dashboards for trading strategy and portfolio performance analysis.
A methodology-first fixed-income credit analysis engine for global markets — delivered as Agent Skills (SKILL.md). Six international paradigms, four-layer architecture, S&P/Moody's/Fitch aligned. Installable in Claude Code, Codex, Cursor, Gemini, and OpenCode.
A comprehensive research analysis of modern financial market structures by focusing on the evolution and function of bond and equity markets, central bank monetary policies and the macroeconomic impacts of inflation.
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