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Implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach"

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algo-trading

Implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach"

After first successful implementation and test (comparing with the results from the paper) we plan to extend this as indicated in the paper using Distributional Reinforcement Learning with Sharpe Ratio as goal.

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Implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach"

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  • Jupyter Notebook 99.0%
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