Andrew

icon indicating a website link https://www.linkedin.com/in/%D0%B0%D0%BD%D0%B4%D1%80%D0%B5%D0%B9-%D0%BC%D1%83%D0%B7%D1%8B%D0%BA%D0%B8%D0%BD-06102294/ icon indicating an email [email protected]

icon location Moscow icon location Applied mathematics and machine learning Research and Software Engineer with focus on deep reinforcement learning and quantitative finance domain.

Results 2 issues of Andrew

Erroneous static_RNN policy behavior explanation.

`time_flat` arg of base aac.py class had misleading explanation [now corrected]: https://github.com/Kismuz/btgym/blob/master/btgym/algorithms/aac.py#L175 It is strongly recommended to use time_flat=False.

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Is there any real-life cases of successful application of reinforcement learning in trading / asset management?

4 comment

I’ve been repeatedly asked this question and my answer always was something like ‘I have no evidence’. Unfortunately, in this domain every person who able to say something valuable instantly...

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