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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Does your model support no-transction allowed periods #126
Suppose that we don't have currency data mostly due to the fact that there is no transtion allowed. Is your model capable of preventing the re-allocation of assets ?
Suppose that we don't have currency data mostly due to the fact that there is no transtion allowed. Is your model capable of preventing the re-allocation of assets ?