FIN Status Report 2016-10-31

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2016年10月31日 (一) 01:39Zhangyuxin讨论 | 贡献的版本

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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

Add normalization to the input data and get better experiment results.
Try different values of parameters and find more suitable settings.
Use multiple stocks for training to improve the performance of the algorithm.

Try to use high frequency stock data as inputs.