jinwukong / drl-stocktrading-ensembleView on GitHub
本项目复现了 2020 年 ACM 国际金融人工智能会议(ICAIF 2020)上发表的论文《Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy》,使用 PPO、A2C、DDPG 等多种深度强化学习算法并做集成,在道琼斯 30 只股票上进行交易决策研究,并评估其夏普比率等风险调整收益表现。
☆13Mar 13, 2025Updated last year

Alternatives and similar repositories for drl-stocktrading-ensemble

Users that are interested in drl-stocktrading-ensemble are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.

Sorting:

Are these results useful?