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Question about portfolio optimization steps #1271

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jaew9801 opened this issue Aug 15, 2024 · 0 comments
Open

Question about portfolio optimization steps #1271

jaew9801 opened this issue Aug 15, 2024 · 0 comments

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@jaew9801
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"In the _gradient_ascent method located in portfolio_optimization / algorithms.py, why isn't the reward value used when calculating the policy_loss? And which reinforcement learning algorithm does this method of calculating policy_loss belong to? For example, does it relate to algorithms like PPO, DDPG, etc.?"

@jaew9801 jaew9801 changed the title Question for portfolio optimization steps Question about portfolio optimization steps Aug 16, 2024
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