search

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

Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
249 stars 119 forks source link

Fitted Q-Iteration (80/100) #7

Open joelowj opened 6 years ago

joelowj commented 6 years ago

Current submission

Reward Function 20/20 Replicating Portfolio 20/20 Coefficient Matrix S 20/20 Coefficients Vector M 20/20 Fitted Q-Iteration Option Price 0/20

I haven't had time to figure out the issue with Fitted Q-Iteration Option Price but this would suffice for those who need to pass this assignment.