[POST] RL in Finance

[miguelgfierro]

MVP1:

• [ ] Read literature of RL. Diff between value iteration, value function estimation, policy iteration and policy gradient
• [ ] Summary of SOTA in RL
• [ ] Read literature of RL for finance
  • [ ] Take a look at Sairen: OpenAI Gym Reinforcement Learning Environment for the Stock Market
  • [ ] A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
• [ ] coursera with code
• [x] Initial version of the code based on this video. Finished in https://github.com/miguelgfierro/sciblog_support/commit/6bf89ef34196b674870685af2f33d0cd64649dff

[miguelgfierro]

Stock dataset: http://academictorrents.com/details/c5a49e46249fef6a3219919fef96fd0265da4d3a