Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy

[ryanr08]

Link to the paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996

Read through this paper and try and implement what they have described except on crypto data. Then try and integrate it into a trading algorithm.

The code for the paper is here: https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020