Skip to content

Commit

Permalink
Merge branch 'master' of github.com:wassname/rl-portfolio-management
Browse files Browse the repository at this point in the history
  • Loading branch information
wassname committed Nov 20, 2017
2 parents d9c70c7 + 07001aa commit 91ee678
Showing 1 changed file with 2 additions and 0 deletions.
2 changes: 2 additions & 0 deletions readme.md
Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" by [Jiang et. al. 2017](https://arxiv.org/abs/1706.10059) [1].

**note the authors have put [the official code for the paper up](https://github.com/ZhengyaoJiang/PGPortfolio)**

tl;dr I managed to get 8% growth on training data, but it disapeared on test data. However, RL papers can be very difficult to replicate due to bugs, framework differences, and hyperparameter sensistivity.

# About
Expand Down

0 comments on commit 91ee678

Please sign in to comment.