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).
GNU General Public License v3.0
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update the __pack_samples() method in DataMatrices #114
The previous weights was the weights 32 days ago which doesn't make sense. Here is the issue I opened for reference: https://github.com/ZhengyaoJiang/PGPortfolio/issues/113