PGPortfolio
Portfolio optimizer
A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms.
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
2k stars
132 watching
752 forks
Language: Python
last commit: about 3 years ago
Linked from 2 awesome lists
georgezouq/awesome-ai-in-finance
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