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Ask Code Principle

Open SuGuilin opened this issue 1 year ago • 1 comments

Can you explain the principles of code design, especially how the ddpg algorithm relates to portfolios

SuGuilin avatar Mar 30 '23 14:03 SuGuilin

RL algorithms are used to manage portfolios by finding the best combination of stocks for each day. The state (observation) is the prices, indicators, etc. The action is to buy a specific set of stocks and the reward is the profit. Everything else is the standard configuration of the DDPG and other algorithms.

matinaghaei avatar Jun 01 '24 14:06 matinaghaei