https://github.com/rbhatia46/actor-critic-rl-for-algo-trading
https://github.com/rbhatia46/actor-critic-rl-for-algo-trading
Last synced: 7 months ago
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- Host: GitHub
- URL: https://github.com/rbhatia46/actor-critic-rl-for-algo-trading
- Owner: rbhatia46
- Created: 2019-09-13T20:04:14.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2019-09-13T20:04:44.000Z (about 6 years ago)
- Last Synced: 2025-01-24T18:37:08.301Z (9 months ago)
- Language: Jupyter Notebook
- Size: 323 KB
- Stars: 3
- Watchers: 3
- Forks: 1
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Actor Critic RL Algorithm for Trading Stock
In this project I have tried to use actor-critic Reinforcement learning strategy to attempt to optimize returns over a run
of two correlated stocks(AAPL & MSFT).
## Actor Critic Reinforcement Learning
* The concept of Actor Critic Reinforcement Learning is quite popular and seems to work well when we have both an infinite input space and an infinite output space, which is the case for stock market.
* The actor takes in the current environment state and determines the best action to take, the critic plays the evaluation role by taking in the environment state and action, returning an action score.
* Actor-Critic methods need less training time than policy gradient methods.