Skip to content

Latest commit

 

History

History
6 lines (4 loc) · 349 Bytes

README.md

File metadata and controls

6 lines (4 loc) · 349 Bytes

portfolio-manager

Python DQN for practicable portfolio management

Personnal implementation of "An intelligent financial portfolio trading strategy using deep Q-learning" (https://arxiv.org/pdf/1907.03665v4.pdf) by Hyungjun Park, Min Kyu Sim, Dong Gu Choi.

It uses LSTM-autoencoder and a modified version of deep Q-learning with target network.