GitHub - manu675/PortfolioManagement-with-an-actor-critic-algorithm: Learned weight allocations per time step (action) to maximize the cumulative portfolio return (reward) based on a window of six daily ETF share price time series (state)

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Learned weight allocations per time step (action) to maximize the cumulative portfolio return (reward) based on a window of six daily ETF share price time series (state)

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Portfolio Management with RL_Final_Project_Paper_DRL_Seminar_final_version.pdf		Portfolio Management with RL_Final_Project_Paper_DRL_Seminar_final_version.pdf

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Learned weight allocations per time step (action) to maximize the cumulative portfolio return (reward) based on a window of six daily ETF share price time series (state)

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