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NigelCusc / DDPG_TD3_PortfolioOptimization_tensorflow-1.15.4

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Has the DDPG_TD3_Portfolio Optimization paper been published yet? #2

Open Zero1366166516 opened 2 years ago

Zero1366166516 commented 2 years ago

Has the DDPG_TD3_Portfolio Optimization paper been published yet? Where can download, thank you!

NigelCusc commented 2 years ago

Included the paper in the readme file. https://www.um.edu.mt/library/oar/bitstream/123456789/91919/1/21MAIPT024.pdf

Zero1366166516 commented 2 years ago

Copy that. Thank you!

Zero1366166516 commented 2 years ago

Having seen your paper, I have a question to ask you, the return rate of the scheme of LSTM + MV is higher than that of TD3 Algorithm (using LSTM as prediction network) in your scheme. Have you studied the reason? With all due respect, the scheme of LSTM + MV is something I have seen in other papers, and I see that the LSTM neural network can predict the stock price with over 70% accuracy. Thank you for your help.