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joelowj / Machine-Learning-and-Reinforcement-Learning-in-Finance

Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
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DP QLBS not work when T is in a larger scale #10

Open YixinLeo opened 3 years ago

YixinLeo commented 3 years ago

When I set T=252 which is a usually chosen transaction day, the result will lead to a wrong result of more than 1000.