Reinforcement Learning for Portfolio Management
- Learns the optimal action, rather than models the market.
- Adaptive to temporary changes of the market, due to its online training.
- Optimizes the long-term (cumulative) reward, rather than the instantaneous benefit.
Exclusively
Python 3
compatible, because oftyping
s
source scripts/setup.sh
- Interim Report: Introduction to
qtrader
- Papers Review: Motivation, pros & cons of existing methods
- Resources: List of relevant resources
- Final Report: Master's Thesis
- Presentation: 15 minutes project presentation