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CSCI 599 deep learning and its applications final project

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vermouth1992/drl-portfolio-management

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Deep Reinforcement Learning for Portfolio Management

  • This is done as CSCI 599 deep learning and its applications final project at USC Fall 2017
  • For more information, you can read our report

Algorithms used in this work

  • Imitation Learning
  • Deep Deterministic Policy Gradient

Dataset

  • We use dataset from kaggle. It can be found here

Reference