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matinaghaei / Portfolio-Management-ActorCriticRL

Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO
MIT License
35 stars 10 forks source link
a2c ddpg deep-reinforcement-learning finance portfolio-management ppo reinforcement-learning trading

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Portfolio-Management-ActorCriticRL

This project uses Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO for portfolio management.

A2C performance against Buy & Hold:

DDPG performance against Buy & Hold:

PPO performance against Buy & Hold: