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

• A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
• The environment is inspired by https://github.com/wassname/rl-portfolio-management
• DDPG implementation is inspired by http://pemami4911.github.io/blog/2016/08/21/ddpg-rl.html