Repository for inference method for stochastic processes through geometric path augmentation
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Updated
May 25, 2023 - Python
Repository for inference method for stochastic processes through geometric path augmentation
Code for thesis project on applying reinforcement learning to algorithmic trading
Paper: Challenges in High-dimensional Reinforcement Learning with Evolution Strategies
The programs written over the summer of 2021 while working for the University of Delaware's Information and Decision Sciences (IDS) Lab. For more information about the lab and its other projects, please visit https://sites.udel.edu/ids-lab/ . This repository and README will be updated somewhat reguarly as progress is made on these projects.
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