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ZhengyaoJiang
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PGPortfolio
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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Portfolio memory question
#48
lytkarinskiy
opened
6 years ago
7
Change coins
#47
tomeq93
closed
6 years ago
5
Exception "Have to be online" raised when training offline
#46
jonDel
closed
6 years ago
1
Questions about mu calculation
#45
lytkarinskiy
closed
6 years ago
4
ForwardTest class
#44
einarbmag
closed
6 years ago
6
Price norm_method
#43
jpmediadev
closed
6 years ago
4
Eq. (16)
#42
ziofil
closed
6 years ago
2
better portfolio reallocation
#41
ziofil
closed
6 years ago
3
Extending the data into the past
#40
ziofil
closed
6 years ago
2
online training
#39
zingomaster
closed
6 years ago
8
Automatic hyperparameter optimization
#38
gpfins
closed
6 years ago
1
Portfolio weights (real time)
#37
mhastingsai
closed
6 years ago
2
Backtest when fast_train=false raises error
#36
astanziola
opened
6 years ago
1
Stock Application
#35
joaosalvado10
closed
6 years ago
4
Question about "algo" command line options
#34
PumpkingWok
closed
6 years ago
3
Sharpe ratio as loss function
#33
lytkarinskiy
closed
6 years ago
4
where is the nonlinearity?
#32
ziofil
closed
6 years ago
3
Experience related to selected coins.
#31
AhmMontasser
closed
6 years ago
4
Using prices directly as opposed to price relative vector?
#30
ielashi
closed
6 years ago
2
Weight of cash asset in omega is always near zero.
#29
ielashi
closed
6 years ago
5
Fixed some grammatical errors and commented possibly unused variable
#28
lytkarinskiy
closed
6 years ago
0
#17 related
#27
dexhunter
closed
6 years ago
0
#25 fix mu implementation bug
#26
dexhunter
closed
6 years ago
1
Bug in implementation of mu
#25
kumkee
closed
6 years ago
2
Learning procedure
#24
lytkarinskiy
closed
6 years ago
6
reversed_USDT vs BTC
#23
AhmMontasser
closed
6 years ago
7
Question about reward function and `__pack_samples`
#22
ziofil
closed
6 years ago
14
features besides ohlc
#21
huminpurin
closed
6 years ago
2
Weight sharing in CNN
#20
lytkarinskiy
closed
6 years ago
2
About training period and backtest period
#19
d1210182010
closed
6 years ago
2
model response to coins trained on periods prior to their existance.
#18
AhmMontasser
closed
6 years ago
3
cash (btc) is always zero
#17
ziofil
closed
6 years ago
5
how to get time index from __get_matrix_X()
#16
srozov
closed
6 years ago
6
Backtest trade by strategy, check fees vs coin value update
#15
doxav
closed
6 years ago
7
new live data config settings
#14
AhmMontasser
closed
6 years ago
2
data interval
#13
laci84
closed
6 years ago
8
Mac OS X support
#12
srozov
closed
6 years ago
2
Trading agent
#11
AhmMontasser
closed
6 years ago
4
Value error: the length of selected coins 0 is not equal to expected 11
#10
AhmMontasser
closed
6 years ago
4
Not an issue but suggestion for data
#9
StarJu
closed
6 years ago
3
Long/short equity
#8
tms1337
closed
6 years ago
3
'./train_package/train_summary.csv' was not produced.
#7
iamadog3333
closed
6 years ago
2
working config
#6
laci84
closed
6 years ago
8
Issue about train_summary.csv
#5
murphyyhuang
closed
6 years ago
6
Poloniex API no longer accessible programmatically
#4
ielashi
closed
6 years ago
7
Define unicode for Python 3
#3
cclauss
closed
6 years ago
1
Four undefined names
#2
cclauss
closed
6 years ago
1
y(t) = close(t)/close(t-1) or y(t) = close(t)/open(t)?
#1
wassname
closed
6 years ago
5
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