This is a Pytorch implemention of RRL[1]
[1] Christodoulou, Petros. "PERFORMANCE FUNCTIONS AND REINFORCEMENT LEARNING FOR TRADING SYSTEMS AND PORTFOLIOS" Appears in Journal of Forecasting, Volume 17, Pages 441-470, 1998.
-
Notifications
You must be signed in to change notification settings - Fork 1
ShogoAkiyama/rrl
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published