yinchuanll / reinforcement-learning-for-portfolio-allocation Goto Github PK
View Code? Open in Web Editor NEWOptimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
How to generate the same "Adaptive DDPG.txt" "DDPG.txt" and "DJIA.txt"?
Maybe there are too much things need to modify.
I am a Master student doing a research study on the use of DRL in portfolio management. Recently I came across the paper and this repo and I am really keen to replicate the results of the paper as part of my experiments and possibly extend this study.
I would like to ask you about the data that you have used please. The paper stated that the adaptive DDPG agent was trained using 30 stocks' daily price. Could you kindly confirm that this is referring to the column prccd provided in the file named "dow_jones_30_daily_price.csv" please? And could you also confirm that this is the only feature used throughout the paper?
Your help would be greatly appreciated.
Many thanks
Patrick Bezzina
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