“FIN Status Report 2016-10-24”版本间的差异

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| Yuxin Zhang||  
 
| Yuxin Zhang||  
find some problem in DQN and DDPG :<br>
+
Read programs created by Yang Wang : DQN DRRL. <br>
the stock is a Markov process instead of a decision Markov process. <br>  
+
Discuss the current bottlenecks of the algorithms and possible ways to break them.<br>
implement the recurrent reinforcement learning algorithm.
+
Read papers related to using rnn for trading.
 
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do some experiments with DRRL.
+
try to demonstrate if DRRL works well (or at least if it's better than DQN).
  
 
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2016年10月28日 (五) 07:28的最后版本

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Yang Wang

find some problem in DQN and DDPG :
the stock is a Markov process instead of a decision Markov process.
implement the recurrent reinforcement learning algorithm.

do some experiments with DRRL.

Yuxin Zhang

Read programs created by Yang Wang : DQN DRRL.
Discuss the current bottlenecks of the algorithms and possible ways to break them.
Read papers related to using rnn for trading.

try to demonstrate if DRRL works well (or at least if it's better than DQN).