Research on Optimal Portfolio of DDPG Strategy Based on Deep Reinforcement Learning
Abstract
investment portfolio method. This paper proposes a way of investment portfolio based on reinforcement learning, and researches stocks
through deep deterministic strategy gradient algorithm. We set up stock virtual account assets, set rewards and punishments, and charge certain transaction fees, so that the agent can carry out autonomous transactions to achieve the effect of decision optimization.
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DOI: http://dx.doi.org/10.18686/fm.v9i2.12434
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