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matinaghaei / Portfolio-Management-ActorCriticRL

Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO
MIT License
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Ask Code Principle #1

Open SuGuilin opened 1 year ago

SuGuilin commented 1 year ago

Can you explain the principles of code design, especially how the ddpg algorithm relates to portfolios

matinaghaei commented 1 month ago

RL algorithms are used to manage portfolios by finding the best combination of stocks for each day. The state (observation) is the prices, indicators, etc. The action is to buy a specific set of stocks and the reward is the profit. Everything else is the standard configuration of the DDPG and other algorithms.