Repository navigation

Portfolio-Management-ActorCriticRL

Public

About

Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO

a2c ddpg deep-reinforcement-learning finance portfolio-management ppo reinforcement-learning trading

47 stars

2 watching

Report repository

Name		Name	Last commit message	Last commit date
algorithms		algorithms
checkpoints		checkpoints
env		env
plots		plots
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
baselines.py		baselines.py
main.py		main.py
plot.py		plot.py
random_agent.py		random_agent.py
requirements.txt		requirements.txt
statistics.py		statistics.py

Repository files navigation

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:

About

Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO

a2c ddpg deep-reinforcement-learning finance portfolio-management ppo reinforcement-learning trading

47 stars

2 watching

Report repository

Releases

Packages

Used by

Contributors

Languages