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portfolio-manager

Python DQN for practicable portfolio management

Personnal implementation of "An intelligent financial portfolio trading strategy using deep Q-learning" (https://arxiv.org/pdf/1907.03665v4.pdf) by Hyungjun Park, Min Kyu Sim, Dong Gu Choi.

It uses LSTM-autoencoder and a modified version of deep Q-learning with target network.

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Python DQN for practicable portfolio management

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