FIN Status Report 2016-10-31

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2016年10月31日 (一) 01:03Zhangyuxin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

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).