Comments (2)
wassname
commented on May 30, 2024
Thanks for the interest! I never managed the returns the paper reported, but I know someone who hasn't published who got better results.
I tried many models and didn't get great results on any so there may be something wrong with my environment or something else. If I spent more time on this project I would try:
- checking the math in my environment
- DPG models like in paper
- Remove dense layer, the papers author revealed that this was not in the paper
- Try RMSProp not adam, since adam is not good for moving targets, I'm not sure if that applied here but it can't hurt to try.
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hackintoshrao
commented on May 30, 2024
Thank you for the suggestions. Keep us updated on repo in case of any further improvement in results obtained from model. I'll try these suggestions and report back if something works better.
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Related Issues (20)
- potential bug in _step HOT 4
- Performance Clarification HOT 1
- Issues running Notebook due to Tensorforce changes HOT 3
- Question about mean market performance HOT 3
- Question - Tensorflow-gpu optional? HOT 22
- Max Draw Down incorrect HOT 1
- Env creating error - 'int' object is not iterable HOT 4
- Gym HOT 5
- Some problem of the torch HOT 3
- GPU usage
- AssertionError: action should be within Box(4,) but is array([ nan, nan, nan, nan]) HOT 1
- Error in importing agents, utils, components HOT 1
- Question about the agent performance
- AttributeError: 'NoneType' object has no attribute 'run' HOT 3
- Question about random_reset in PortfolioEnv HOT 1
- 'DataFrame' object has no attribute 'mean_market_returns' HOT 2
- Calculation of transaction Cost HOT 2
- Error running notebook HOT 15
- I'm questioning the paper's validity and/or generalizability HOT 3
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